Algorithmic Trading Model for Exponential Moving Average Crossover Grid Search

Task 1. Prepare Environment

In [1]:
!pip install python-dotenv PyMySQL
Requirement already satisfied: python-dotenv in /usr/local/lib/python3.6/dist-packages (0.13.0)
Requirement already satisfied: PyMySQL in /usr/local/lib/python3.6/dist-packages (0.9.3)
In [2]:
# Retrieve CPU information from the system
ncpu = !nproc
print("The number of available CPUs is:", ncpu[0])
The number of available CPUs is: 2
In [3]:
import os
import sys
import smtplib
import numpy as np
import pandas as pd
import requests
import json
from email.message import EmailMessage
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
from dotenv import load_dotenv
In [4]:
# Begin the timer for the script processing
startTimeScript = datetime.now()

# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = True

# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False

# Set up the parent directory location for loading the dotenv files
useColab = True
if useColab:
    # Mount Google Drive locally for storing files
    from google.colab import drive
    drive.mount('/content/gdrive')
    gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
    env_path = '/content/gdrive/My Drive/Colab Notebooks/'
    dotenv_path = env_path + "python_script.env"
    load_dotenv(dotenv_path=dotenv_path)

# Set up the dotenv file for retrieving environment variables
useLocalPC = False
if useLocalPC:
    env_path = "/Users/david/PycharmProjects/"
    dotenv_path = env_path + "python_script.env"
    load_dotenv(dotenv_path=dotenv_path)

# Configure the plotting style
plt.style.use('seaborn')

# Set Pandas options
pd.set_option("display.max_rows", None)
pd.set_option("display.max_columns", None)
# pd.set_option("display.width", 140)
Drive already mounted at /content/gdrive; to attempt to forcibly remount, call drive.mount("/content/gdrive", force_remount=True).
In [5]:
stock_symbol = 'BKNG'
initial_capital = 0

# Specify the parameters for the trading strategy
fast_ma_min = 5
fast_ma_max = 20
slow_ma_min = 10
slow_ma_max = 50
ma_increment = 5
min_ma_gap = 5

model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma_max*1.5)) # Need more pricing data to calculate moving averages

model_end_date = datetime.now()
# model_end_date = datetime(2020, 6, 30)
print("Ending date for the model:", model_end_date)
Starting date for the model: 2019-01-01 00:00:00
Ending date for the model: 2020-06-30 21:23:04.432818

Task 2. Acquire and Pre-Process Data

In [6]:
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [7]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')

quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, stock_symbol, quandl_key)
In [8]:
response = requests.get(quandl_url)
quandl_dict = json.loads(response.text)
stock_quandl = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_quandl), 'data points retrieved from the API call.')
427 data points retrieved from the API call.
In [9]:
stock_quandl.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
# stock_quandl.set_index('date', inplace=True)
stock_quandl.index = pd.to_datetime(stock_quandl.date)
stock_quandl = stock_quandl.sort_index(ascending = True)
stock_quandl.info(verbose=True)
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 427 entries, 2018-10-18 to 2020-06-30
Data columns (total 10 columns):
 #   Column       Non-Null Count  Dtype  
---  ------       --------------  -----  
 0   ticker       427 non-null    object 
 1   date         427 non-null    object 
 2   open         427 non-null    float64
 3   high         427 non-null    float64
 4   low          427 non-null    float64
 5   close        427 non-null    float64
 6   volume       427 non-null    float64
 7   dividend     427 non-null    float64
 8   closeunadj   427 non-null    float64
 9   lastupdated  427 non-null    object 
dtypes: float64(7), object(3)
memory usage: 36.7+ KB
In [10]:
stock_quandl.head()
Out[10]:
ticker date open high low close volume dividend closeunadj lastupdated
date
2018-10-18 BKNG 2018-10-18 1853.11 1859.00 1808.09 1811.71 351828.0 0.0 1811.71 2020-05-01
2018-10-19 BKNG 2018-10-19 1817.29 1836.02 1796.00 1805.74 262100.0 0.0 1805.74 2020-05-01
2018-10-22 BKNG 2018-10-22 1810.88 1851.12 1807.37 1827.29 269238.0 0.0 1827.29 2020-05-01
2018-10-23 BKNG 2018-10-23 1787.04 1841.52 1785.67 1830.00 402802.0 0.0 1830.00 2018-10-23
2018-10-24 BKNG 2018-10-24 1828.21 1847.21 1745.63 1753.58 533508.0 0.0 1753.58 2020-05-01
In [11]:
stock_quandl.tail()
Out[11]:
ticker date open high low close volume dividend closeunadj lastupdated
date
2020-06-24 BKNG 2020-06-24 1660.71 1669.77 1582.00 1610.33 592115.0 0.0 1610.33 2020-06-24
2020-06-25 BKNG 2020-06-25 1585.81 1623.97 1561.72 1615.39 498591.0 0.0 1615.39 2020-06-25
2020-06-26 BKNG 2020-06-26 1597.30 1611.71 1532.83 1541.25 601775.0 0.0 1541.25 2020-06-26
2020-06-29 BKNG 2020-06-29 1567.77 1595.30 1540.48 1593.22 358850.0 0.0 1593.22 2020-06-29
2020-06-30 BKNG 2020-06-30 1583.90 1603.24 1566.42 1592.34 285504.0 0.0 1592.34 2020-06-30
In [12]:
title_string = 'Quandl Historical Stock Information for ' + stock_symbol
stock_quandl['close'].plot(figsize=(16,9), title=title_string)
plt.show()

Task 3. Develop Strategy and Train Model

3.a) Set up the Dataframe for the Trading Model

In [13]:
# Set up the standard column name for modeling
model_template = stock_quandl.loc[:, ['open','close']]
model_template.rename(columns={'open': 'open_price', 'close': 'close_price'}, inplace=True)
if verbose: model_template.info(verbose=True)
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 427 entries, 2018-10-18 to 2020-06-30
Data columns (total 2 columns):
 #   Column       Non-Null Count  Dtype  
---  ------       --------------  -----  
 0   open_price   427 non-null    float64
 1   close_price  427 non-null    float64
dtypes: float64(2)
memory usage: 10.0 KB

3.b) Set up the Analysis Table with Indicators

In [14]:
def trading_ma_crossover(model):
    waitfor_first_entry = True
    for x in range(len(model)):
        if model['ma_change'].iloc[x] > 0:
            model['trade_signal'].iloc[x] = 1  # trade_signal = 1 means we should take a long position
        else:
            model['trade_signal'].iloc[x] = 0  # trade_signal = 0 means we should take a flat position
        if x != 0:
            model['signal_change'].iloc[x] = model['trade_signal'].iloc[x] - model['trade_signal'].iloc[x-1]
            if waitfor_first_entry and (model['signal_change'].iloc[x-1] == 1):
                model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
                waitfor_first_entry = False
            elif (not waitfor_first_entry) and (model['signal_change'].iloc[x-1] != 0):
                model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
In [15]:
model_collection = {}
serial_number = 1

for slow_ma in range(slow_ma_min, slow_ma_max+1, ma_increment):
    for fast_ma in range(fast_ma_min, fast_ma_max+1, ma_increment):
        if (slow_ma - fast_ma) < min_ma_gap: break
        print('Processing model with slow_ma of', slow_ma, 'and fast_ma of', fast_ma)
        model_name = 'EMA_' + str(serial_number).zfill(3) + '_SlowMA_' + str(slow_ma).zfill(2) + '_FastMA_' + str(fast_ma).zfill(2)
        serial_number = serial_number + 1
        trading_model = model_template.copy()
        trading_model['fast_ma'] = trading_model['close_price'].ewm(span=fast_ma).mean()
        trading_model['slow_ma'] = trading_model['close_price'].ewm(span=slow_ma).mean()
        trading_model['ma_change'] = trading_model['fast_ma'] - trading_model['slow_ma']
        trading_model['trade_signal'] = np.zeros(len(trading_model))
        trading_model['signal_change'] = np.zeros(len(trading_model))
        trading_model['entry_exit'] = np.zeros(len(trading_model))
        trading_model = trading_model[model_start_date:model_end_date]
        trading_ma_crossover(trading_model)
        model_collection[model_name] = trading_model.copy()
        print('Model', model_name, 'added to the trading model collection.')
Processing model with slow_ma of 10 and fast_ma of 5
Model EMA_001_SlowMA_10_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 15 and fast_ma of 5
Model EMA_002_SlowMA_15_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 15 and fast_ma of 10
Model EMA_003_SlowMA_15_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 20 and fast_ma of 5
Model EMA_004_SlowMA_20_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 20 and fast_ma of 10
Model EMA_005_SlowMA_20_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 20 and fast_ma of 15
Model EMA_006_SlowMA_20_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 5
Model EMA_007_SlowMA_25_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 10
Model EMA_008_SlowMA_25_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 15
Model EMA_009_SlowMA_25_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 20
Model EMA_010_SlowMA_25_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 5
Model EMA_011_SlowMA_30_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 10
Model EMA_012_SlowMA_30_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 15
Model EMA_013_SlowMA_30_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 20
Model EMA_014_SlowMA_30_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 5
Model EMA_015_SlowMA_35_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 10
Model EMA_016_SlowMA_35_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 15
Model EMA_017_SlowMA_35_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 20
Model EMA_018_SlowMA_35_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 5
Model EMA_019_SlowMA_40_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 10
Model EMA_020_SlowMA_40_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 15
Model EMA_021_SlowMA_40_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 20
Model EMA_022_SlowMA_40_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 5
Model EMA_023_SlowMA_45_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 10
Model EMA_024_SlowMA_45_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 15
Model EMA_025_SlowMA_45_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 20
Model EMA_026_SlowMA_45_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 5
Model EMA_027_SlowMA_50_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 10
Model EMA_028_SlowMA_50_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 15
Model EMA_029_SlowMA_50_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 20
Model EMA_030_SlowMA_50_FastMA_20 added to the trading model collection.
In [16]:
# List the entry/exit points for each model
for key in model_collection:
    print('List the signal change and entry/exit points for', key)
    if verbose: print(model_collection[key][(model_collection[key].signal_change != 0) | (model_collection[key].entry_exit != 0)])
    else: print(model_collection[key][model_collection[key].entry_exit != 0])
    print()
List the signal change and entry/exit points for EMA_001_SlowMA_10_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-17     1681.73      1724.51  1698.177482  1695.526150   2.651332   
2019-01-18     1747.02      1760.26  1718.871654  1707.295979  11.575675   
2019-02-28     1754.00      1697.04  1837.781139  1866.682948 -28.901809   
2019-03-01     1708.20      1714.08  1796.547426  1838.936957 -42.389531   
2019-03-20     1766.78      1774.43  1760.751611  1758.999554   1.752056   
2019-03-21     1765.80      1774.36  1765.287740  1761.792363   3.495378   
2019-03-22     1754.04      1721.59  1750.721827  1754.482842  -3.761015   
2019-03-25     1714.01      1752.39  1751.277885  1754.102325  -2.824441   
2019-03-26     1761.20      1768.87  1757.141923  1756.787357   0.354566   
2019-03-27     1768.98      1752.11  1755.464615  1755.936929  -0.472313   
2019-03-28     1759.99      1728.89  1746.606410  1751.019305  -4.412895   
2019-04-02     1766.03      1763.55  1754.808196  1753.775457   1.032738   
2019-04-03     1778.47      1774.93  1761.515464  1757.621738   3.893726   
2019-05-02     1824.66      1808.00  1837.500013  1842.778845  -5.278832   
2019-05-03     1816.17      1824.07  1833.023342  1839.377237  -6.353895   
2019-06-05     1755.75      1765.00  1719.748369  1718.262751   1.485618   
2019-06-06     1766.01      1754.86  1731.452246  1724.916796   6.535450   
2019-07-17     1887.75      1867.74  1878.385727  1878.429741  -0.044014   
2019-07-18     1861.83      1885.91  1880.893818  1879.789788   1.104030   
2019-07-19     1896.03      1882.09  1881.292545  1880.208008   1.084537   
2019-08-01     1885.47      1879.86  1900.248039  1903.080193  -2.832155   
2019-08-02     1874.11      1846.08  1882.192026  1892.716522 -10.524496   
2019-08-09     1926.54      1917.69  1882.501296  1876.722095   5.779200   
2019-08-12     1900.44      1916.89  1893.964197  1884.025351   9.938847   
2019-09-24     2012.82      1990.64  2020.845268  2025.317076  -4.471807   
2019-09-25     1991.65      1993.53  2011.740179  2019.537607  -7.797429   
2019-10-14     1964.52      1988.75  1971.269067  1969.762887   1.506180   
2019-10-15     1992.21      2016.39  1986.309378  1978.240544   8.068834   
2019-11-04     2042.00      2007.68  2030.480653  2031.528674  -1.048021   
2019-11-05     2008.99      2025.43  2028.797102  2030.419824  -1.622722   
2019-11-27     1893.00      1906.45  1888.982124  1886.626078   2.356046   
2019-11-29     1904.89      1904.03  1893.998083  1889.790428   4.207655   
2019-12-03     1865.39      1879.98  1887.201370  1887.210782  -0.009412   
2019-12-04     1894.64      1921.53  1898.644247  1893.450640   5.193607   
2019-12-05     1929.00      1904.22  1900.502831  1895.408705   5.094126   
2020-01-17     2060.00      2054.69  2062.275286  2062.726258  -0.450973   
2020-01-21     2006.00      1990.57  2038.373524  2049.606939 -11.233415   
2020-02-12     1923.95      1960.36  1924.072116  1920.383765   3.688351   
2020-02-13     1944.00      1959.94  1936.028078  1927.575808   8.452270   
2020-02-24     1830.93      1792.54  1900.010119  1920.736442 -20.726323   
2020-02-25     1803.00      1726.58  1842.200080  1885.435271 -43.235191   
2020-04-07     1412.01      1376.37  1324.083823  1314.980346   9.103477   
2020-04-08     1382.65      1372.06  1340.075882  1325.358465  14.717417   
2020-04-22     1365.01      1355.00  1383.015777  1386.062103  -3.046326   
2020-04-23     1354.05      1360.00  1375.343851  1381.323539  -5.979688   
2020-04-28     1434.20      1439.32  1400.950030  1392.833253   8.116777   
2020-04-29     1487.83      1520.53  1440.810020  1416.050843  24.759177   
2020-05-06     1397.46      1378.91  1408.927204  1414.080972  -5.153768   
2020-05-07     1392.26      1443.91  1420.588136  1419.504432   1.083705   
2020-05-08     1416.69      1430.83  1424.002091  1421.563626   2.438465   
2020-05-12     1401.09      1385.92  1408.418707  1413.511518  -5.092811   
2020-05-13     1379.34      1366.07  1394.302471  1404.885788 -10.583316   
2020-05-18     1430.00      1557.43  1444.710732  1426.836814  17.873918   
2020-05-19     1556.29      1547.56  1478.993822  1448.786484  30.207337   
2020-06-11     1655.85      1588.37  1703.095553  1703.129644  -0.034090   
2020-06-12     1653.57      1623.92  1676.703702  1688.727890 -12.024188   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-17           1.0            1.0         0.0  
2019-01-18           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-03-20           1.0            1.0         0.0  
2019-03-21           1.0            0.0         1.0  
2019-03-22           0.0           -1.0         0.0  
2019-03-25           0.0            0.0        -1.0  
2019-03-26           1.0            1.0         0.0  
2019-03-27           0.0           -1.0         1.0  
2019-03-28           0.0            0.0        -1.0  
2019-04-02           1.0            1.0         0.0  
2019-04-03           1.0            0.0         1.0  
2019-05-02           0.0           -1.0         0.0  
2019-05-03           0.0            0.0        -1.0  
2019-06-05           1.0            1.0         0.0  
2019-06-06           1.0            0.0         1.0  
2019-07-17           0.0           -1.0         0.0  
2019-07-18           1.0            1.0        -1.0  
2019-07-19           1.0            0.0         1.0  
2019-08-01           0.0           -1.0         0.0  
2019-08-02           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-24           0.0           -1.0         0.0  
2019-09-25           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-04           0.0           -1.0         0.0  
2019-11-05           0.0            0.0        -1.0  
2019-11-27           1.0            1.0         0.0  
2019-11-29           1.0            0.0         1.0  
2019-12-03           0.0           -1.0         0.0  
2019-12-04           1.0            1.0        -1.0  
2019-12-05           1.0            0.0         1.0  
2020-01-17           0.0           -1.0         0.0  
2020-01-21           0.0            0.0        -1.0  
2020-02-12           1.0            1.0         0.0  
2020-02-13           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-07           1.0            1.0         0.0  
2020-04-08           1.0            0.0         1.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-23           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-11           0.0           -1.0         0.0  
2020-06-12           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_002_SlowMA_15_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-18     1747.02      1760.26  1718.871654  1708.877113   9.994541   
2019-01-22     1743.18      1708.98  1715.574436  1708.889977   6.684460   
2019-02-28     1754.00      1697.04  1837.781139  1869.015369 -31.234230   
2019-03-01     1708.20      1714.08  1796.547426  1849.648346 -53.100919   
2019-04-03     1778.47      1774.93  1761.515464  1758.958171   2.557293   
2019-04-04     1775.31      1780.60  1767.876976  1761.663400   6.213575   
2019-05-02     1824.66      1808.00  1837.500013  1838.012047  -0.512034   
2019-05-03     1816.17      1824.07  1833.023342  1836.269291  -3.245949   
2019-06-07     1765.25      1778.29  1747.064831  1737.323099   9.741732   
2019-06-10     1782.57      1781.12  1758.416554  1742.797711  15.618842   
2019-08-02     1874.11      1846.08  1882.192026  1892.559366 -10.367340   
2019-08-05     1819.98      1788.60  1850.994684  1879.564445 -28.569762   
2019-08-09     1926.54      1917.69  1882.501296  1877.707977   4.793319   
2019-08-12     1900.44      1916.89  1893.964197  1882.605730  11.358467   
2019-09-25     1991.65      1993.53  2011.740179  2014.267053  -2.526874   
2019-09-26     1994.08      1978.45  2000.643453  2009.789921  -9.146469   
2019-10-15     1992.21      2016.39  1986.309378  1978.537909   7.771469   
2019-10-16     2016.80      2027.63  2000.082919  1984.674421  15.408498   
2019-11-06     2018.56      2012.09  2023.228068  2024.770427  -1.542359   
2019-11-07     1942.20      1849.93  1965.462045  2002.915373 -37.453328   
2019-12-04     1894.64      1921.53  1898.644247  1896.970835   1.673411   
2019-12-05     1929.00      1904.22  1900.502831  1897.876981   2.625850   
2020-01-21     2006.00      1990.57  2038.373524  2047.697078  -9.323555   
2020-01-22     2004.33      2000.24  2025.662349  2041.764944 -16.102594   
2020-02-13     1944.00      1959.94  1936.028078  1932.772770   3.255307   
2020-02-14     1998.44      1990.96  1954.338718  1940.046174  14.292544   
2020-02-24     1830.93      1792.54  1900.010119  1928.359710 -28.349590   
2020-02-25     1803.00      1726.58  1842.200080  1903.137246 -60.937166   
2020-04-08     1382.65      1372.06  1340.075882  1336.371051   3.704831   
2020-04-09     1424.76      1420.64  1366.930588  1346.904669  20.025918   
2020-04-23     1354.05      1360.00  1375.343851  1379.934938  -4.591087   
2020-04-24     1372.39      1362.77  1371.152567  1377.789321  -6.636753   
2020-04-27     1374.93      1402.99  1381.765045  1380.939406   0.825639   
2020-04-28     1434.20      1439.32  1400.950030  1388.236980  12.713050   
2020-05-06     1397.46      1378.91  1408.927204  1410.330545  -1.403341   
2020-05-07     1392.26      1443.91  1420.588136  1414.527977   6.060159   
2020-05-08     1416.69      1430.83  1424.002091  1416.565730   7.436361   
2020-05-12     1401.09      1385.92  1408.418707  1412.126262  -3.707555   
2020-05-13     1379.34      1366.07  1394.302471  1406.369229 -12.066758   
2020-05-18     1430.00      1557.43  1444.710732  1420.555695  24.155038   
2020-05-19     1556.29      1547.56  1478.993822  1436.431233  42.562589   
2020-06-15     1567.66      1650.67  1668.025801  1669.262549  -1.236748   
2020-06-16     1716.32      1673.74  1669.930534  1669.822230   0.108304   
2020-06-17     1677.92      1638.24  1659.367023  1665.874452  -6.507429   
2020-06-18     1622.40      1628.35  1649.028015  1661.183895 -12.155880   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-18           1.0            1.0         0.0  
2019-01-22           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-03           1.0            1.0         0.0  
2019-04-04           1.0            0.0         1.0  
2019-05-02           0.0           -1.0         0.0  
2019-05-03           0.0            0.0        -1.0  
2019-06-07           1.0            1.0         0.0  
2019-06-10           1.0            0.0         1.0  
2019-08-02           0.0           -1.0         0.0  
2019-08-05           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-25           0.0           -1.0         0.0  
2019-09-26           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-06           0.0           -1.0         0.0  
2019-11-07           0.0            0.0        -1.0  
2019-12-04           1.0            1.0         0.0  
2019-12-05           1.0            0.0         1.0  
2020-01-21           0.0           -1.0         0.0  
2020-01-22           0.0            0.0        -1.0  
2020-02-13           1.0            1.0         0.0  
2020-02-14           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-08           1.0            1.0         0.0  
2020-04-09           1.0            0.0         1.0  
2020-04-23           0.0           -1.0         0.0  
2020-04-24           0.0            0.0        -1.0  
2020-04-27           1.0            1.0         0.0  
2020-04-28           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-15           0.0           -1.0         0.0  
2020-06-16           1.0            1.0        -1.0  
2020-06-17           0.0           -1.0         1.0  
2020-06-18           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_003_SlowMA_15_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-23     1717.25      1744.31  1714.276332  1713.318232   0.958099   
2019-01-24     1748.98      1795.67  1729.075207  1723.613735   5.461472   
2019-02-28     1754.00      1697.04  1866.682948  1869.015369  -2.332421   
2019-03-01     1708.20      1714.08  1838.936957  1849.648346 -10.711388   
2019-04-04     1775.31      1780.60  1761.799604  1761.663400   0.136203   
2019-04-05     1788.03      1769.45  1763.190585  1762.636726   0.553859   
2019-05-07     1781.45      1785.00  1823.708564  1825.949457  -2.240894   
2019-05-08     1765.01      1751.63  1810.603370  1816.659525  -6.056155   
2019-06-10     1782.57      1781.12  1743.075376  1742.797711   0.277665   
2019-06-11     1799.50      1803.63  1754.085308  1750.401747   3.683560   
2019-08-05     1819.98      1788.60  1873.786245  1879.564445  -5.778200   
2019-08-06     1799.20      1786.52  1857.919655  1867.933890 -10.014235   
2019-08-12     1900.44      1916.89  1884.025351  1882.605730   1.419621   
2019-08-13     1907.67      1943.19  1894.782560  1890.178764   4.603796   
2019-09-27     1969.56      1944.25  1999.736745  2001.597431  -1.860686   
2019-09-30     1953.00      1962.61  1992.986428  1996.724002  -3.737574   
2019-10-16     2016.80      2027.63  1987.220445  1984.674421   2.546024   
2019-10-17     2033.00      2028.53  1994.731273  1990.156368   4.574905   
2019-11-07     1942.20      1849.93  1994.876742  2002.915373  -8.038631   
2019-11-08     1941.00      1879.19  1973.842789  1987.449702 -13.606913   
2019-12-09     1928.08      1905.79  1902.482191  1902.409095   0.073097   
2019-12-10     1902.40      1904.63  1902.872702  1902.686708   0.185994   
2020-01-22     2004.33      2000.24  2040.631132  2041.764944  -1.133812   
2020-01-23     1986.24      1993.20  2032.007289  2035.694326  -3.687036   
2020-02-18     1972.25      1976.28  1945.860169  1944.575402   1.284767   
2020-02-19     1982.76      1968.49  1949.974684  1947.564727   2.409957   
2020-02-24     1830.93      1792.54  1920.736442  1928.359710  -7.623268   
2020-02-25     1803.00      1726.58  1885.435271  1903.137246 -17.701975   
2020-04-13     1413.19      1421.01  1356.923766  1356.167836   0.755930   
2020-04-14     1460.09      1449.42  1373.741263  1367.824356   5.916907   
2020-05-13     1379.34      1366.07  1404.885788  1406.369229  -1.483442   
2020-05-14     1348.74      1382.51  1400.817463  1403.386826  -2.569363   
2020-05-18     1430.00      1557.43  1426.836814  1420.555695   6.281119   
2020-05-19     1556.29      1547.56  1448.786484  1436.431233  12.355251   
2020-06-22     1609.74      1633.52  1653.359279  1653.977201  -0.617922   
2020-06-23     1652.30      1677.10  1657.675774  1656.867551   0.808223   
2020-06-24     1660.71      1610.33  1649.067451  1651.050357  -1.982906   
2020-06-25     1585.81      1615.39  1642.944278  1646.592812  -3.648534   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-23           1.0            1.0         0.0  
2019-01-24           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-04           1.0            1.0         0.0  
2019-04-05           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-10           1.0            1.0         0.0  
2019-06-11           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-12           1.0            1.0         0.0  
2019-08-13           1.0            0.0         1.0  
2019-09-27           0.0           -1.0         0.0  
2019-09-30           0.0            0.0        -1.0  
2019-10-16           1.0            1.0         0.0  
2019-10-17           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-09           1.0            1.0         0.0  
2019-12-10           1.0            0.0         1.0  
2020-01-22           0.0           -1.0         0.0  
2020-01-23           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-13           1.0            1.0         0.0  
2020-04-14           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-22           0.0           -1.0         0.0  
2020-06-23           1.0            1.0        -1.0  
2020-06-24           0.0           -1.0         1.0  
2020-06-25           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_004_SlowMA_20_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-18     1747.02      1760.26  1718.871654  1715.352367   3.519287   
2019-01-22     1743.18      1708.98  1715.574436  1714.744470   0.829966   
2019-02-28     1754.00      1697.04  1837.781139  1863.366865 -25.585726   
2019-03-01     1708.20      1714.08  1796.547426  1849.147492 -52.600066   
2019-04-04     1775.31      1780.60  1767.876976  1764.419006   3.457970   
2019-04-05     1788.03      1769.45  1768.401317  1764.898153   3.503165   
2019-05-06     1798.96      1800.51  1822.185561  1828.129427  -5.943866   
2019-05-07     1781.45      1785.00  1809.790374  1824.021858 -14.231484   
2019-06-07     1765.25      1778.29  1747.064831  1743.395796   3.669035   
2019-06-10     1782.57      1781.12  1758.416554  1746.988577  11.427977   
2019-08-02     1874.11      1846.08  1882.192026  1888.706151  -6.514125   
2019-08-05     1819.98      1788.60  1850.994684  1879.172232 -28.177548   
2019-08-09     1926.54      1917.69  1882.501296  1877.142128   5.359167   
2019-08-12     1900.44      1916.89  1893.964197  1880.927640  13.036557   
2019-09-26     1994.08      1978.45  2000.643453  2002.936208  -2.292755   
2019-09-27     1969.56      1944.25  1981.845635  1997.347045 -15.501410   
2019-10-15     1992.21      2016.39  1986.309378  1979.020094   7.289284   
2019-10-16     2016.80      2027.63  2000.082919  1983.649609  16.433309   
2019-11-07     1942.20      1849.93  1965.462045  2004.764227 -39.302181   
2019-11-08     1941.00      1879.19  1936.704697  1992.804776 -56.100080   
2019-12-06     1923.27      1930.27  1910.425221  1906.546976   3.878245   
2019-12-09     1928.08      1905.79  1908.880147  1906.474883   2.405264   
2020-01-21     2006.00      1990.57  2038.373524  2041.115124  -2.741600   
2020-01-22     2004.33      2000.24  2025.662349  2037.222255 -11.559906   
2020-02-14     1998.44      1990.96  1954.338718  1945.383471   8.955247   
2020-02-18     1972.25      1976.28  1961.652479  1948.325998  13.326481   
2020-02-24     1830.93      1792.54  1900.010119  1934.982807 -34.972687   
2020-02-25     1803.00      1726.58  1842.200080  1915.134920 -72.934841   
2020-04-13     1413.19      1421.01  1384.957059  1372.482661  12.474398   
2020-04-14     1460.09      1449.42  1406.444706  1379.810026  26.634679   
2020-04-22     1365.01      1355.00  1383.015777  1387.459431  -4.443655   
2020-04-23     1354.05      1360.00  1375.343851  1384.844247  -9.500396   
2020-04-28     1434.20      1439.32  1400.950030  1389.875056  11.074974   
2020-04-29     1487.83      1520.53  1440.810020  1402.318384  38.491636   
2020-05-12     1401.09      1385.92  1408.418707  1410.757483  -2.338776   
2020-05-13     1379.34      1366.07  1394.302471  1406.501532 -12.199061   
2020-05-18     1430.00      1557.43  1444.710732  1417.093064  27.617668   
2020-05-19     1556.29      1547.56  1478.993822  1429.518487  49.475335   
2020-06-19     1654.00      1626.91  1641.655343  1646.411884  -4.756541   
2020-06-22     1609.74      1633.52  1638.943562  1645.184086  -6.240523   
2020-06-23     1652.30      1677.10  1651.662375  1648.223696   3.438678   
2020-06-24     1660.71      1610.33  1637.884917  1644.614773  -6.729856   
2020-06-25     1585.81      1615.39  1630.386611  1641.831461 -11.444850   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-18           1.0            1.0         0.0  
2019-01-22           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-04           1.0            1.0         0.0  
2019-04-05           1.0            0.0         1.0  
2019-05-06           0.0           -1.0         0.0  
2019-05-07           0.0            0.0        -1.0  
2019-06-07           1.0            1.0         0.0  
2019-06-10           1.0            0.0         1.0  
2019-08-02           0.0           -1.0         0.0  
2019-08-05           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-26           0.0           -1.0         0.0  
2019-09-27           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-06           1.0            1.0         0.0  
2019-12-09           1.0            0.0         1.0  
2020-01-21           0.0           -1.0         0.0  
2020-01-22           0.0            0.0        -1.0  
2020-02-14           1.0            1.0         0.0  
2020-02-18           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-13           1.0            1.0         0.0  
2020-04-14           1.0            0.0         1.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-23           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-19           0.0           -1.0         0.0  
2020-06-22           0.0            0.0        -1.0  
2020-06-23           1.0            1.0         0.0  
2020-06-24           0.0           -1.0         1.0  
2020-06-25           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_005_SlowMA_20_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1729.075207  1725.013153   4.062054   
2019-01-25     1811.99      1802.20  1742.370643  1732.373290   9.997353   
2019-03-01     1708.20      1714.08  1838.936957  1849.147492 -10.210535   
2019-03-04     1723.66      1707.82  1815.097510  1835.686382 -20.588871   
2019-04-08     1767.92      1788.72  1767.832297  1767.166919   0.665378   
2019-04-09     1776.75      1794.47  1772.675515  1769.767231   2.908284   
2019-05-07     1781.45      1785.00  1823.708564  1824.021858  -0.313295   
2019-05-08     1765.01      1751.63  1810.603370  1817.127388  -6.524018   
2019-06-11     1799.50      1803.63  1754.085308  1752.382999   1.702309   
2019-06-12     1804.17      1798.90  1762.233433  1756.813190   5.420243   
2019-08-05     1819.98      1788.60  1873.786245  1879.172232  -5.385986   
2019-08-06     1799.20      1786.52  1857.919655  1870.348210 -12.428554   
2019-08-12     1900.44      1916.89  1884.025351  1880.927640   3.097711   
2019-08-13     1907.67      1943.19  1894.782560  1886.857388   7.925171   
2019-09-30     1953.00      1962.61  1992.986428  1994.038755  -1.052327   
2019-10-01     1977.00      1978.03  1990.267078  1992.514112  -2.247034   
2019-10-16     2016.80      2027.63  1987.220445  1983.649609   3.570836   
2019-10-17     2033.00      2028.53  1994.731273  1987.923932   6.807341   
2019-11-07     1942.20      1849.93  1994.876742  2004.764227  -9.887485   
2019-11-08     1941.00      1879.19  1973.842789  1992.804776 -18.961988   
2019-12-12     1930.85      1948.48  1914.587511  1912.003637   2.583874   
2019-12-13     1960.87      1973.60  1925.317055  1917.869957   7.447097   
2020-01-23     1986.24      1993.20  2032.007289  2033.029659  -1.022370   
2020-01-24     1998.00      1962.96  2019.453237  2026.356358  -6.903121   
2020-02-20     1960.00      1970.91  1953.781105  1952.214343   1.566762   
2020-02-21     1965.00      1928.72  1949.224540  1949.976786  -0.752246   
2020-02-24     1830.93      1792.54  1920.736442  1934.982807 -14.246365   
2020-04-16     1432.35      1407.40  1387.428283  1386.297958   1.130325   
2020-04-17     1469.00      1470.87  1402.599505  1394.352438   8.247066   
2020-04-22     1365.01      1355.00  1386.062103  1387.459431  -1.397329   
2020-04-23     1354.05      1360.00  1381.323539  1384.844247  -3.520709   
2020-04-28     1434.20      1439.32  1392.833253  1389.875056   2.958197   
2020-04-29     1487.83      1520.53  1416.050843  1402.318384  13.732459   
2020-05-13     1379.34      1366.07  1404.885788  1406.501532  -1.615744   
2020-05-14     1348.74      1382.51  1400.817463  1404.216624  -3.399162   
2020-05-18     1430.00      1557.43  1426.836814  1417.093064   9.743750   
2020-05-19     1556.29      1547.56  1448.786484  1429.518487  19.267997   
2020-06-26     1597.30      1541.25  1624.454410  1632.252274  -7.797865   
2020-06-29     1567.77      1593.22  1618.775426  1628.534915  -9.759489   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-08           1.0            1.0         0.0  
2019-04-09           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-12           1.0            1.0         0.0  
2019-08-13           1.0            0.0         1.0  
2019-09-30           0.0           -1.0         0.0  
2019-10-01           0.0            0.0        -1.0  
2019-10-16           1.0            1.0         0.0  
2019-10-17           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-12           1.0            1.0         0.0  
2019-12-13           1.0            0.0         1.0  
2020-01-23           0.0           -1.0         0.0  
2020-01-24           0.0            0.0        -1.0  
2020-02-20           1.0            1.0         0.0  
2020-02-21           0.0           -1.0         1.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-16           1.0            1.0         0.0  
2020-04-17           1.0            0.0         1.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-23           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_006_SlowMA_20_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1733.438297  1732.373290   1.065007   
2019-01-28     1787.62      1813.60  1743.459652  1740.117744   3.341907   
2019-03-04     1723.66      1707.82  1831.919720  1835.686382  -3.766661   
2019-03-05     1715.00      1745.93  1821.170962  1827.137379  -5.966417   
2019-04-10     1793.85      1806.00  1774.035152  1773.217994   0.817157   
2019-04-11     1810.00      1818.59  1779.604508  1777.539164   2.065344   
2019-05-08     1765.01      1751.63  1816.659525  1817.127388  -0.467863   
2019-05-09     1729.43      1736.03  1806.580834  1809.403821  -2.822986   
2019-06-13     1802.05      1809.52  1763.096025  1761.832887   1.263139   
2019-06-14     1808.20      1775.50  1764.646522  1763.134517   1.512006   
2019-08-06     1799.20      1786.52  1867.933890  1870.348210  -2.414320   
2019-08-07     1758.40      1821.56  1862.137153  1865.701713  -3.564560   
2019-08-09     1926.54      1917.69  1877.707977  1877.142128   0.565849   
2019-08-12     1900.44      1916.89  1882.605730  1880.927640   1.678090   
2019-10-03     1936.55      1961.45  1984.478990  1985.154681  -0.675691   
2019-10-04     1970.64      1983.20  1984.319116  1984.968521  -0.649405   
2019-10-16     2016.80      2027.63  1984.674421  1983.649609   1.024811   
2019-10-17     2033.00      2028.53  1990.156368  1987.923932   2.232436   
2019-11-07     1942.20      1849.93  2002.915373  2004.764227  -1.848853   
2019-11-08     1941.00      1879.19  1987.449702  1992.804776  -5.355075   
2019-12-13     1960.87      1973.60  1918.779181  1917.869957   0.909224   
2019-12-16     1983.47      1995.02  1928.309284  1925.217581   3.091703   
2020-01-27     1906.41      1908.89  2011.888468  2015.169086  -3.280618   
2020-01-28     1914.67      1917.45  2000.083660  2005.862506  -5.778847   
2020-04-29     1487.83      1520.53  1404.773607  1402.318384   2.455223   
2020-04-30     1514.53      1480.57  1414.248156  1409.770919   4.477238   
2020-05-13     1379.34      1366.07  1406.369229  1406.501532  -0.132303   
2020-05-14     1348.74      1382.51  1403.386826  1404.216624  -0.829799   
2020-05-18     1430.00      1557.43  1420.555695  1417.093064   3.462630   
2020-05-19     1556.29      1547.56  1436.431233  1429.518487   6.912746   
2020-06-29     1567.77      1593.22  1628.399341  1628.534915  -0.135574   
2020-06-30     1583.90      1592.34  1623.891923  1625.087780  -1.195857   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-10           1.0            1.0         0.0  
2019-04-11           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-10-03           0.0           -1.0         0.0  
2019-10-04           0.0            0.0        -1.0  
2019-10-16           1.0            1.0         0.0  
2019-10-17           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-29           0.0           -1.0         0.0  
2020-06-30           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_007_SlowMA_25_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-23     1717.25      1744.31  1725.152958  1723.725275   1.427683   
2019-01-24     1748.98      1795.67  1748.658638  1729.287731  19.370907   
2019-02-28     1754.00      1697.04  1837.781139  1855.905790 -18.124650   
2019-03-01     1708.20      1714.08  1796.547426  1844.988619 -48.441193   
2019-04-05     1788.03      1769.45  1768.401317  1768.017433   0.383885   
2019-04-08     1767.92      1788.72  1775.174211  1769.610074   5.564137   
2019-05-06     1798.96      1800.51  1822.185561  1824.165952  -1.980390   
2019-05-07     1781.45      1785.00  1809.790374  1821.153134 -11.362760   
2019-06-10     1782.57      1781.12  1758.416554  1751.894852   6.521702   
2019-06-11     1799.50      1803.63  1773.487703  1755.874489  17.613214   
2019-08-02     1874.11      1846.08  1882.192026  1883.380479  -1.188453   
2019-08-05     1819.98      1788.60  1850.994684  1876.089672 -25.094988   
2019-08-09     1926.54      1917.69  1882.501296  1874.906184   7.595112   
2019-08-12     1900.44      1916.89  1893.964197  1878.135709  15.828488   
2019-09-27     1969.56      1944.25  1981.845635  1990.934963  -9.089328   
2019-09-30     1953.00      1962.61  1975.433757  1988.756120 -13.322363   
2019-10-15     1992.21      2016.39  1986.309378  1978.152325   8.157053   
2019-10-16     2016.80      2027.63  2000.082919  1981.958300  18.124619   
2019-11-07     1942.20      1849.93  1965.462045  2004.202410 -38.740365   
2019-11-08     1941.00      1879.19  1936.704697  1994.586071 -57.881374   
2019-12-11     1915.90      1925.88  1913.602288  1912.448044   1.154244   
2019-12-12     1930.85      1948.48  1925.228192  1915.219733  10.008459   
2020-01-22     2004.33      2000.24  2025.662349  2030.967706  -5.305357   
2020-01-23     1986.24      1993.20  2014.841566  2028.062498 -13.220932   
2020-02-14     1998.44      1990.96  1954.338718  1950.692195   3.646524   
2020-02-18     1972.25      1976.28  1961.652479  1952.660487   8.991992   
2020-02-24     1830.93      1792.54  1900.010119  1940.797474 -40.787354   
2020-02-25     1803.00      1726.58  1842.200080  1924.319206 -82.119127   
2020-04-14     1460.09      1449.42  1406.444706  1401.194591   5.250115   
2020-04-15     1407.84      1424.61  1412.499804  1402.995776   9.504028   
2020-04-21     1382.81      1342.22  1397.023665  1403.649005  -6.625340   
2020-04-22     1365.01      1355.00  1383.015777  1399.906774 -16.890997   
2020-04-28     1434.20      1439.32  1400.950030  1398.308955   2.641075   
2020-04-29     1487.83      1520.53  1440.810020  1407.710574  33.099446   
2020-05-06     1397.46      1378.91  1408.927204  1411.385611  -2.458407   
2020-05-07     1392.26      1443.91  1420.588136  1413.887487   6.700649   
2020-05-08     1416.69      1430.83  1424.002091  1415.190757   8.811333   
2020-05-12     1401.09      1385.92  1408.418707  1412.641592  -4.222885   
2020-05-13     1379.34      1366.07  1394.302471  1409.059162 -14.756691   
2020-05-18     1430.00      1557.43  1444.710732  1416.974830  27.735902   
2020-05-19     1556.29      1547.56  1478.993822  1427.019843  51.973978   
2020-06-25     1585.81      1615.39  1630.386611  1632.826369  -2.439757   
2020-06-26     1597.30      1541.25  1600.674407  1625.782032 -25.107625   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-23           1.0            1.0         0.0  
2019-01-24           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-05           1.0            1.0         0.0  
2019-04-08           1.0            0.0         1.0  
2019-05-06           0.0           -1.0         0.0  
2019-05-07           0.0            0.0        -1.0  
2019-06-10           1.0            1.0         0.0  
2019-06-11           1.0            0.0         1.0  
2019-08-02           0.0           -1.0         0.0  
2019-08-05           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-27           0.0           -1.0         0.0  
2019-09-30           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-11           1.0            1.0         0.0  
2019-12-12           1.0            0.0         1.0  
2020-01-22           0.0           -1.0         0.0  
2020-01-23           0.0            0.0        -1.0  
2020-02-14           1.0            1.0         0.0  
2020-02-18           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-14           1.0            1.0         0.0  
2020-04-15           1.0            0.0         1.0  
2020-04-21           0.0           -1.0         0.0  
2020-04-22           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-25           0.0           -1.0         0.0  
2020-06-26           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_008_SlowMA_25_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1742.370643  1734.922781   7.447862   
2019-01-28     1787.62      1813.60  1755.321450  1741.001176  14.320275   
2019-03-01     1708.20      1714.08  1838.936957  1844.988619  -6.051661   
2019-03-04     1723.66      1707.82  1815.097510  1834.430496 -19.332985   
2019-04-09     1776.75      1794.47  1772.675515  1771.522527   1.152988   
2019-04-10     1793.85      1806.00  1778.734513  1774.174834   4.559678   
2019-05-08     1765.01      1751.63  1810.603370  1815.805115  -5.201745   
2019-05-09     1729.43      1736.03  1797.044576  1809.668478 -12.623902   
2019-06-12     1804.17      1798.90  1762.233433  1759.184151   3.049282   
2019-06-13     1802.05      1809.52  1770.830991  1763.056148   7.774843   
2019-08-05     1819.98      1788.60  1873.786245  1876.089672  -2.303427   
2019-08-06     1799.20      1786.52  1857.919655  1869.199696 -11.280041   
2019-08-09     1926.54      1917.69  1876.722095  1874.906184   1.815911   
2019-08-12     1900.44      1916.89  1884.025351  1878.135709   5.889642   
2019-10-02     1969.00      1941.44  1981.389427  1984.354800  -2.965373   
2019-10-03     1936.55      1961.45  1977.764077  1982.592892  -4.828816   
2019-10-15     1992.21      2016.39  1978.240544  1978.152325   0.088219   
2019-10-16     2016.80      2027.63  1987.220445  1981.958300   5.262145   
2019-11-07     1942.20      1849.93  1994.876742  2004.202410  -9.325668   
2019-11-08     1941.00      1879.19  1973.842789  1994.586071 -20.743282   
2019-12-13     1960.87      1973.60  1925.317055  1919.710523   5.606532   
2019-12-16     1983.47      1995.02  1937.990317  1925.503559  12.486758   
2020-01-24     1998.00      1962.96  2019.453237  2023.054613  -3.601377   
2020-01-27     1906.41      1908.89  1999.350830  2014.272720 -14.921890   
2020-04-29     1487.83      1520.53  1416.050843  1407.710574   8.340269   
2020-04-30     1514.53      1480.57  1427.781599  1413.315145  14.466454   
2020-05-13     1379.34      1366.07  1404.885788  1409.059162  -4.173374   
2020-05-14     1348.74      1382.51  1400.817463  1407.016919  -6.199456   
2020-05-18     1430.00      1557.43  1426.836814  1416.974830   9.861984   
2020-05-19     1556.29      1547.56  1448.786484  1427.019843  21.766641   
2020-06-26     1597.30      1541.25  1624.454410  1625.782032  -1.327623   
2020-06-29     1567.77      1593.22  1618.775426  1623.277261  -4.501835   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-12           1.0            1.0         0.0  
2019-06-13           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-10-02           0.0           -1.0         0.0  
2019-10-03           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_009_SlowMA_25_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1743.459652  1741.001176   2.458476   
2019-01-29     1816.62      1808.80  1751.628009  1746.237383   5.390626   
2019-03-04     1723.66      1707.82  1831.919720  1834.430496  -2.510775   
2019-03-05     1715.00      1745.93  1821.170962  1827.618781  -6.447819   
2019-04-11     1810.00      1818.59  1779.604508  1777.591616   2.012892   
2019-04-12     1827.87      1833.07  1786.287695  1781.859449   4.428246   
2019-05-09     1729.43      1736.03  1806.580834  1809.668478  -3.087643   
2019-05-10     1825.00      1829.85  1809.489480  1811.220924  -1.731443   
2019-06-13     1802.05      1809.52  1763.096025  1763.056148   0.039877   
2019-06-14     1808.20      1775.50  1764.646522  1764.013369   0.633153   
2019-08-06     1799.20      1786.52  1867.933890  1869.199696  -1.265807   
2019-08-07     1758.40      1821.56  1862.137153  1865.535104  -3.397950   
2019-08-08     1900.00      1941.01  1871.996259  1871.340866   0.655394   
2019-08-09     1926.54      1917.69  1877.707977  1874.906184   2.801793   
2019-10-07     1971.01      1951.56  1980.224227  1980.248855  -0.024628   
2019-10-08     1937.05      1938.19  1974.969948  1977.013558  -2.043610   
2019-10-15     1992.21      2016.39  1978.537909  1978.152325   0.385584   
2019-10-16     2016.80      2027.63  1984.674421  1981.958300   2.716121   
2019-11-07     1942.20      1849.93  2002.915373  2004.202410  -1.287037   
2019-11-08     1941.00      1879.19  1987.449702  1994.586071  -7.136369   
2019-12-16     1983.47      1995.02  1928.309284  1925.503559   2.805724   
2019-12-17     2000.00      2001.87  1937.504373  1931.377901   6.126472   
2020-01-27     1906.41      1908.89  2011.888468  2014.272720  -2.384252   
2020-01-28     1914.67      1917.45  2000.083660  2006.824819  -6.741159   
2020-04-30     1514.53      1480.57  1414.248156  1413.315145   0.933011   
2020-05-01     1442.75      1448.79  1418.565887  1416.043980   2.521907   
2020-05-06     1397.46      1378.91  1410.330545  1411.385611  -1.055066   
2020-05-07     1392.26      1443.91  1414.527977  1413.887487   0.640490   
2020-05-08     1416.69      1430.83  1416.565730  1415.190757   1.374973   
2020-05-12     1401.09      1385.92  1412.126262  1412.641592  -0.515330   
2020-05-13     1379.34      1366.07  1406.369229  1409.059162  -2.689933   
2020-05-18     1430.00      1557.43  1420.555695  1416.974830   3.580864   
2020-05-19     1556.29      1547.56  1436.431233  1427.019843   9.411390   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-07           0.0           -1.0         0.0  
2019-10-08           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-04-30           1.0            1.0         0.0  
2020-05-01           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_010_SlowMA_25_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1746.665472  1746.237383   0.428089   
2019-01-30     1825.33      1818.70  1753.532129  1751.832057   1.700071   
2019-03-05     1715.00      1745.93  1827.137379  1827.618781  -0.481402   
2019-03-06     1748.37      1751.62  1819.944657  1821.769562  -1.824905   
2019-04-12     1827.87      1833.07  1782.827844  1781.859449   0.968395   
2019-04-15     1834.00      1846.23  1788.866175  1786.811314   2.054860   
2019-05-09     1729.43      1736.03  1809.403821  1809.668478  -0.264657   
2019-05-10     1825.00      1829.85  1811.351077  1811.220924   0.130154   
2019-05-13     1800.00      1777.26  1808.104306  1808.608512  -0.504206   
2019-05-14     1787.12      1793.67  1806.729609  1807.459382  -0.729773   
2019-06-18     1808.38      1808.99  1769.076464  1768.708382   0.368082   
2019-06-19     1812.00      1842.06  1776.027277  1774.350823   1.676455   
2019-10-09     1953.72      1943.33  1974.367572  1974.422515  -0.054943   
2019-10-10     1942.69      1962.91  1973.276375  1973.536937  -0.260563   
2019-10-14     1964.52      1988.75  1975.086420  1974.965852   0.120568   
2019-10-15     1992.21      2016.39  1979.020094  1978.152325   0.867769   
2019-11-08     1941.00      1879.19  1992.804776  1994.586071  -1.781294   
2019-11-11     1869.00      1896.04  1983.589083  1987.005604  -3.416520   
2019-12-17     2000.00      2001.87  1932.517811  1931.377901   1.139910   
2019-12-18     2008.67      1991.51  1938.136115  1936.003447   2.132668   
2020-01-28     1914.67      1917.45  2005.862506  2006.824819  -0.962312   
2020-01-29     1924.04      1893.95  1995.204172  1998.142140  -2.937968   
2020-05-18     1430.00      1557.43  1417.093064  1416.974830   0.118234   
2020-05-19     1556.29      1547.56  1429.518487  1427.019843   2.498643   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           1.0            1.0        -1.0  
2019-05-13           0.0           -1.0         1.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-18           1.0            1.0         0.0  
2019-06-19           1.0            0.0         1.0  
2019-10-09           0.0           -1.0         0.0  
2019-10-10           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_011_SlowMA_30_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1734.412834  14.245804   
2019-01-25     1811.99      1802.20  1766.505759  1738.836929  27.668830   
2019-02-28     1754.00      1697.04  1837.781139  1848.849214 -11.068075   
2019-03-01     1708.20      1714.08  1796.547426  1840.134262 -43.586836   
2019-04-08     1767.92      1788.72  1775.174211  1772.181645   2.992567   
2019-04-09     1776.75      1794.47  1781.606141  1773.620153   7.985988   
2019-05-07     1781.45      1785.00  1809.790374  1818.387194  -8.596820   
2019-05-08     1765.01      1751.63  1790.403583  1814.079844 -23.676262   
2019-06-10     1782.57      1781.12  1758.416554  1756.422406   1.994148   
2019-06-11     1799.50      1803.63  1773.487703  1759.468124  14.019579   
2019-08-05     1819.98      1788.60  1850.994684  1871.933631 -20.938948   
2019-08-06     1799.20      1786.52  1829.503123  1866.423066 -36.919943   
2019-08-09     1926.54      1917.69  1882.501296  1871.699253  10.802043   
2019-08-12     1900.44      1916.89  1893.964197  1874.614788  19.349409   
2019-09-27     1969.56      1944.25  1981.845635  1983.828158  -1.982523   
2019-09-30     1953.00      1962.61  1975.433757  1982.459245  -7.025488   
2019-10-15     1992.21      2016.39  1986.309378  1976.017946  10.291432   
2019-10-16     2016.80      2027.63  2000.082919  1979.347756  20.735162   
2019-11-07     1942.20      1849.93  1965.462045  2002.371512 -36.909467   
2019-11-08     1941.00      1879.19  1936.704697  1994.424318 -57.719621   
2019-12-12     1930.85      1948.48  1925.228192  1919.054665   6.173526   
2019-12-13     1960.87      1973.60  1941.352128  1922.573719  18.778409   
2020-01-23     1986.24      1993.20  2014.841566  2022.660375  -7.818809   
2020-01-24     1998.00      1962.96  1997.547711  2018.808738 -21.261027   
2020-02-18     1972.25      1976.28  1961.652479  1956.316252   5.336227   
2020-02-19     1982.76      1968.49  1963.931653  1957.101655   6.829997   
2020-02-21     1965.00      1928.72  1953.745179  1956.103967  -2.358788   
2020-02-24     1830.93      1792.54  1900.010119  1945.551453 -45.541334   
2020-04-17     1469.00      1470.87  1430.823246  1428.187807   2.635440   
2020-04-20     1462.05      1411.63  1424.425497  1427.119561  -2.694064   
2020-04-21     1382.81      1342.22  1397.023665  1421.642170 -24.618505   
2020-04-29     1487.83      1520.53  1440.810020  1418.800304  22.009716   
2020-04-30     1514.53      1480.57  1454.063347  1422.785446  31.277901   
2020-05-06     1397.46      1378.91  1408.927204  1419.007123 -10.079919   
2020-05-07     1392.26      1443.91  1420.588136  1420.613760  -0.025624   
2020-05-08     1416.69      1430.83  1424.002091  1421.272872   2.729218   
2020-05-11     1427.02      1411.00  1419.668061  1420.610106  -0.942046   
2020-05-12     1401.09      1385.92  1408.418707  1418.372035  -9.953328   
2020-05-18     1430.00      1557.43  1444.710732  1420.500514  24.210218   
2020-05-19     1556.29      1547.56  1478.993822  1428.697900  50.295921   
2020-06-26     1597.30      1541.25  1600.674407  1617.470524 -16.796117   
2020-06-29     1567.77      1593.22  1598.189605  1615.905974 -17.716369   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-08           1.0            1.0         0.0  
2019-04-09           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-10           1.0            1.0         0.0  
2019-06-11           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-27           0.0           -1.0         0.0  
2019-09-30           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-12           1.0            1.0         0.0  
2019-12-13           1.0            0.0         1.0  
2020-01-23           0.0           -1.0         0.0  
2020-01-24           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-17           1.0            1.0         0.0  
2020-04-20           0.0           -1.0         1.0  
2020-04-21           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           0.0            0.0        -1.0  
2020-05-08           1.0            1.0         0.0  
2020-05-11           0.0           -1.0         1.0  
2020-05-12           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_012_SlowMA_30_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1742.370643  1738.836929   3.533714   
2019-01-28     1787.62      1813.60  1755.321450  1743.712653  11.608797   
2019-03-01     1708.20      1714.08  1838.936957  1840.134262  -1.197305   
2019-03-04     1723.66      1707.82  1815.097510  1831.579342 -16.481831   
2019-04-10     1793.85      1806.00  1778.734513  1775.709923   3.024590   
2019-04-11     1810.00      1818.59  1785.980965  1778.477305   7.503660   
2019-05-08     1765.01      1751.63  1810.603370  1814.079844  -3.476474   
2019-05-09     1729.43      1736.03  1797.044576  1809.043896 -11.999321   
2019-06-12     1804.17      1798.90  1762.233433  1762.012167   0.221266   
2019-06-13     1802.05      1809.52  1770.830991  1765.077247   5.753744   
2019-08-06     1799.20      1786.52  1857.919655  1866.423066  -8.503411   
2019-08-07     1758.40      1821.56  1851.308809  1863.528670 -12.219861   
2019-08-09     1926.54      1917.69  1876.722095  1871.699253   5.022842   
2019-08-12     1900.44      1916.89  1884.025351  1874.614788   9.410562   
2019-10-03     1936.55      1961.45  1977.764077  1978.378067  -0.613990   
2019-10-04     1970.64      1983.20  1978.752426  1978.689159   0.063267   
2019-10-07     1971.01      1951.56  1973.808349  1976.938891  -3.130542   
2019-10-08     1937.05      1938.19  1967.332285  1974.438962  -7.106677   
2019-10-15     1992.21      2016.39  1978.240544  1976.017946   2.222598   
2019-10-16     2016.80      2027.63  1987.220445  1979.347756   7.872689   
2019-11-07     1942.20      1849.93  1994.876742  2002.371512  -7.494771   
2019-11-08     1941.00      1879.19  1973.842789  1994.424318 -20.581529   
2019-12-13     1960.87      1973.60  1925.317055  1922.573719   2.743335   
2019-12-16     1983.47      1995.02  1937.990317  1927.247673  10.742645   
2020-01-27     1906.41      1908.89  1999.350830  2011.717206 -12.366376   
2020-01-28     1914.67      1917.45  1984.459770  2005.635451 -21.175681   
2020-04-30     1514.53      1480.57  1427.781599  1422.785446   4.996154   
2020-05-01     1442.75      1448.79  1431.601308  1424.463159   7.138150   
2020-05-06     1397.46      1378.91  1414.080972  1419.007123  -4.926151   
2020-05-07     1392.26      1443.91  1419.504432  1420.613760  -1.109328   
2020-05-08     1416.69      1430.83  1421.563626  1421.272872   0.290754   
2020-05-11     1427.02      1411.00  1419.642967  1420.610106  -0.967140   
2020-05-12     1401.09      1385.92  1413.511518  1418.372035  -4.860517   
2020-05-18     1430.00      1557.43  1426.836814  1420.500514   6.336300   
2020-05-19     1556.29      1547.56  1448.786484  1428.697900  20.088584   
2020-06-30     1583.90      1592.34  1613.968985  1614.385589  -0.416604   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-10           1.0            1.0         0.0  
2019-04-11           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-12           1.0            1.0         0.0  
2019-06-13           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-10-03           0.0           -1.0         0.0  
2019-10-04           1.0            1.0        -1.0  
2019-10-07           0.0           -1.0         1.0  
2019-10-08           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-04-30           1.0            1.0         0.0  
2020-05-01           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           0.0            0.0        -1.0  
2020-05-08           1.0            1.0         0.0  
2020-05-11           0.0           -1.0         1.0  
2020-05-12           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-30           0.0           -1.0         0.0  

List the signal change and entry/exit points for EMA_013_SlowMA_30_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1751.628009  1747.954402   3.673607   
2019-01-30     1825.33      1818.70  1760.012739  1752.561886   7.450854   
2019-03-05     1715.00      1745.93  1821.170962  1826.042367  -4.871405   
2019-03-06     1748.37      1751.62  1812.477061  1821.231812  -8.754751   
2019-04-11     1810.00      1818.59  1779.604508  1778.477305   1.127203   
2019-04-12     1827.87      1833.07  1786.287695  1782.000517   4.287179   
2019-05-09     1729.43      1736.03  1806.580834  1809.043896  -2.463062   
2019-05-10     1825.00      1829.85  1809.489480  1810.386344  -0.896864   
2019-06-18     1808.38      1808.99  1772.022962  1769.484609   2.538354   
2019-06-19     1812.00      1842.06  1780.777592  1774.166960   6.610632   
2019-08-07     1758.40      1821.56  1862.137153  1863.528670  -1.391517   
2019-08-08     1900.00      1941.01  1871.996259  1868.527473   3.468787   
2019-08-09     1926.54      1917.69  1877.707977  1871.699253   6.008724   
2019-10-09     1953.72      1943.33  1971.014955  1972.431932  -1.416977   
2019-10-10     1942.69      1962.91  1970.001835  1971.817614  -1.815779   
2019-10-15     1992.21      2016.39  1978.537909  1976.017946   2.519963   
2019-10-16     2016.80      2027.63  1984.674421  1979.347756   5.326664   
2019-11-08     1941.00      1879.19  1987.449702  1994.424318  -6.974616   
2019-11-11     1869.00      1896.04  1976.023489  1988.076942 -12.053453   
2019-12-16     1983.47      1995.02  1928.309284  1927.247673   1.061611   
2019-12-17     2000.00      2001.87  1937.504373  1932.062017   5.442357   
2020-01-28     1914.67      1917.45  2000.083660  2005.635451  -5.551791   
2020-01-29     1924.04      1893.95  1986.816952  1998.429938 -11.612986   
2020-05-18     1430.00      1557.43  1420.555695  1420.500514   0.055181   
2020-05-19     1556.29      1547.56  1436.431233  1428.697900   7.733333   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-18           1.0            1.0         0.0  
2019-06-19           1.0            0.0         1.0  
2019-08-07           0.0           -1.0         0.0  
2019-08-08           1.0            1.0        -1.0  
2019-08-09           1.0            0.0         1.0  
2019-10-09           0.0           -1.0         0.0  
2019-10-10           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_014_SlowMA_30_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-30     1825.33      1818.70  1753.532129  1752.561886   0.970243   
2019-01-31     1820.37      1832.81  1761.088600  1757.785052   3.303548   
2019-03-06     1748.37      1751.62  1819.944657  1821.231812  -1.287154   
2019-03-07     1746.50      1725.01  1810.902590  1815.012933  -4.110343   
2019-04-12     1827.87      1833.07  1782.827844  1782.000517   0.827328   
2019-04-15     1834.00      1846.23  1788.866175  1786.145567   2.720607   
2019-05-13     1800.00      1777.26  1808.104306  1808.248984  -0.144678   
2019-05-14     1787.12      1793.67  1806.729609  1807.308332  -0.578723   
2019-06-19     1812.00      1842.06  1776.027277  1774.166960   1.860317   
2019-06-20     1862.07      1861.31  1784.149442  1779.789168   4.360273   
2019-11-08     1941.00      1879.19  1992.804776  1994.424318  -1.619541   
2019-11-11     1869.00      1896.04  1983.589083  1988.076942  -4.487859   
2019-12-17     2000.00      2001.87  1932.517811  1932.062017   0.455794   
2019-12-18     2008.67      1991.51  1938.136115  1935.897370   2.238744   
2020-01-29     1924.04      1893.95  1995.204172  1998.429938  -3.225766   
2020-01-30     1871.42      1872.09  1983.479013  1990.278974  -6.799961   
2020-05-19     1556.29      1547.56  1429.518487  1428.697900   0.820586   
2020-05-20     1578.52      1599.15  1445.673869  1439.694810   5.979059   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-30           1.0            1.0         0.0  
2019-01-31           1.0            0.0         1.0  
2019-03-06           0.0           -1.0         0.0  
2019-03-07           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-13           0.0           -1.0         0.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_015_SlowMA_35_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1739.480709   9.177929   
2019-01-25     1811.99      1802.20  1766.505759  1743.042469  23.463290   
2019-02-28     1754.00      1697.04  1837.781139  1842.842534  -5.061395   
2019-03-01     1708.20      1714.08  1796.547426  1835.649435 -39.102009   
2019-04-08     1767.92      1788.72  1775.174211  1774.513352   0.660860   
2019-04-09     1776.75      1794.47  1781.606141  1775.623361   5.982780   
2019-05-07     1781.45      1785.00  1809.790374  1815.982619  -6.192245   
2019-05-08     1765.01      1751.63  1790.403583  1812.406132 -22.002549   
2019-06-11     1799.50      1803.63  1773.487703  1762.741717  10.745986   
2019-06-12     1804.17      1798.90  1781.958468  1764.750702  17.207767   
2019-08-05     1819.98      1788.60  1850.994684  1867.496927 -16.502243   
2019-08-06     1799.20      1786.52  1829.503123  1862.998160 -33.495037   
2019-08-09     1926.54      1917.69  1882.501296  1868.076422  14.424874   
2019-08-12     1900.44      1916.89  1893.964197  1870.788310  23.175887   
2019-09-30     1953.00      1962.61  1975.433757  1975.829956  -0.396199   
2019-10-01     1977.00      1978.03  1976.299171  1975.952181   0.346990   
2019-10-02     1969.00      1941.44  1964.679447  1974.034835  -9.355388   
2019-10-03     1936.55      1961.45  1963.602965  1973.335677  -9.732712   
2019-10-14     1964.52      1988.75  1971.269067  1970.399197   0.869870   
2019-10-15     1992.21      2016.39  1986.309378  1972.954243  13.355135   
2019-11-07     1942.20      1849.93  1965.462045  1999.728994 -34.266948   
2019-11-08     1941.00      1879.19  1936.704697  1993.032381 -56.327684   
2019-12-12     1930.85      1948.48  1925.228192  1922.733814   2.494378   
2019-12-13     1960.87      1973.60  1941.352128  1925.559713  15.792414   
2020-01-23     1986.24      1993.20  2014.841566  2017.536877  -2.695311   
2020-01-24     1998.00      1962.96  1997.547711  2014.504828 -16.957117   
2020-02-18     1972.25      1976.28  1961.652479  1959.124322   2.528156   
2020-02-19     1982.76      1968.49  1963.931653  1959.644638   4.287015   
2020-02-21     1965.00      1928.72  1953.745179  1958.517686  -4.772507   
2020-02-24     1830.93      1792.54  1900.010119  1949.296704 -49.286584   
2020-04-29     1487.83      1520.53  1440.810020  1433.477255   7.332765   
2020-04-30     1514.53      1480.57  1454.063347  1436.093518  17.969828   
2020-05-05     1443.25      1393.20  1423.935806  1433.143753  -9.207946   
2020-05-06     1397.46      1378.91  1408.927204  1430.130766 -21.203562   
2020-05-18     1430.00      1557.43  1444.710732  1427.228706  17.482027   
2020-05-19     1556.29      1547.56  1478.993822  1433.913778  45.080044   
2020-06-26     1597.30      1541.25  1600.674407  1609.345305  -8.670898   
2020-06-29     1567.77      1593.22  1598.189605  1608.449455 -10.259850   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-08           1.0            1.0         0.0  
2019-04-09           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-30           0.0           -1.0         0.0  
2019-10-01           1.0            1.0        -1.0  
2019-10-02           0.0           -1.0         1.0  
2019-10-03           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-12           1.0            1.0         0.0  
2019-12-13           1.0            0.0         1.0  
2020-01-23           0.0           -1.0         0.0  
2020-01-24           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-05           0.0           -1.0         0.0  
2020-05-06           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_016_SlowMA_35_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1755.321450  1747.044417   8.277033   
2019-01-29     1816.62      1808.80  1765.044832  1750.543058  14.501774   
2019-03-04     1723.66      1707.82  1815.097510  1828.510659 -13.413148   
2019-03-05     1715.00      1745.93  1802.521599  1823.900190 -21.378591   
2019-04-10     1793.85      1806.00  1778.734513  1777.312830   1.421682   
2019-04-11     1810.00      1818.59  1785.980965  1779.608417   6.372548   
2019-05-08     1765.01      1751.63  1810.603370  1812.406132  -1.802761   
2019-05-09     1729.43      1736.03  1797.044576  1808.161509 -11.116933   
2019-06-13     1802.05      1809.52  1770.830991  1767.238108   3.592883   
2019-06-14     1808.20      1775.50  1771.679902  1767.697141   3.982760   
2019-08-06     1799.20      1786.52  1857.919655  1862.998160  -5.078505   
2019-08-07     1758.40      1821.56  1851.308809  1860.696016  -9.387208   
2019-08-08     1900.00      1941.01  1867.618116  1865.157947   2.460169   
2019-08-09     1926.54      1917.69  1876.722095  1868.076422   8.645674   
2019-10-08     1937.05      1938.19  1967.332285  1970.729405  -3.397119   
2019-10-09     1953.72      1943.33  1962.968234  1969.207214  -6.238981   
2019-10-15     1992.21      2016.39  1978.240544  1972.954243   5.286300   
2019-10-16     2016.80      2027.63  1987.220445  1975.991787  11.228657   
2019-11-07     1942.20      1849.93  1994.876742  1999.728994  -4.852252   
2019-11-08     1941.00      1879.19  1973.842789  1993.032381 -19.189593   
2019-12-16     1983.47      1995.02  1937.990317  1929.418618   8.571699   
2019-12-17     2000.00      2001.87  1949.604805  1933.443695  16.161110   
2020-01-27     1906.41      1908.89  1999.350830  2008.637338  -9.286508   
2020-01-28     1914.67      1917.45  1984.459770  2003.571374 -19.111604   
2020-05-19     1556.29      1547.56  1448.786484  1433.913778  14.872706   
2020-05-20     1578.52      1599.15  1476.125305  1443.093568  33.031737   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-10           1.0            1.0         0.0  
2019-04-11           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-08           0.0           -1.0         0.0  
2019-10-09           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_017_SlowMA_35_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1751.628009  1750.543058   1.084951   
2019-01-30     1825.33      1818.70  1760.012739  1754.400123   5.612616   
2019-03-05     1715.00      1745.93  1821.170962  1823.900190  -2.729228   
2019-03-06     1748.37      1751.62  1812.477061  1819.865902  -7.388841   
2019-04-12     1827.87      1833.07  1786.287695  1782.581453   3.706243   
2019-04-15     1834.00      1846.23  1793.780484  1786.120798   7.659686   
2019-05-09     1729.43      1736.03  1806.580834  1808.161509  -1.580674   
2019-05-10     1825.00      1829.85  1809.489480  1809.366828   0.122652   
2019-05-13     1800.00      1777.26  1805.460795  1807.582552  -2.121757   
2019-05-14     1787.12      1793.67  1803.986946  1806.809401  -2.822456   
2019-06-18     1808.38      1808.99  1772.022962  1770.710919   1.312043   
2019-06-19     1812.00      1842.06  1780.777592  1774.675041   6.102551   
2019-11-08     1941.00      1879.19  1987.449702  1993.032381  -5.582680   
2019-11-11     1869.00      1896.04  1976.023489  1987.643914 -11.620426   
2019-12-17     2000.00      2001.87  1937.504373  1933.443695   4.060678   
2019-12-18     2008.67      1991.51  1944.255077  1936.669601   7.585475   
2020-01-28     1914.67      1917.45  2000.083660  2003.571374  -3.487715   
2020-01-29     1924.04      1893.95  1986.816952  1997.481298 -10.664346   
2020-05-19     1556.29      1547.56  1436.431233  1433.913778   2.517455   
2020-05-20     1578.52      1599.15  1456.771079  1443.093568  13.677511   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           1.0            1.0        -1.0  
2019-05-13           0.0           -1.0         1.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-18           1.0            1.0         0.0  
2019-06-19           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_018_SlowMA_35_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-31     1820.37      1832.81  1761.088600  1758.832821   2.255779   
2019-02-01     1824.05      1836.96  1768.319814  1763.245227   5.074587   
2019-03-07     1746.50      1725.01  1810.902590  1814.572931  -3.670341   
2019-03-08     1708.04      1715.82  1801.846497  1809.063853  -7.217356   
2019-04-12     1827.87      1833.07  1782.827844  1782.581453   0.246391   
2019-04-15     1834.00      1846.23  1788.866175  1786.120798   2.745377   
2019-05-14     1787.12      1793.67  1806.729609  1806.809401  -0.079792   
2019-05-15     1778.60      1789.43  1805.082026  1805.843607  -0.761580   
2019-06-19     1812.00      1842.06  1776.027277  1774.675041   1.352237   
2019-06-20     1862.07      1861.31  1784.149442  1779.488419   4.661023   
2019-11-08     1941.00      1879.19  1992.804776  1993.032381  -0.227605   
2019-11-11     1869.00      1896.04  1983.589083  1987.643914  -4.054831   
2019-12-18     2008.67      1991.51  1938.136115  1936.669601   1.466513   
2019-12-19     1996.00      2003.12  1944.325056  1940.361290   3.963766   
2020-01-29     1924.04      1893.95  1995.204172  1997.481298  -2.277126   
2020-01-30     1871.42      1872.09  1983.479013  1990.515115  -7.036102   
2020-05-20     1578.52      1599.15  1445.673869  1443.093568   2.580301   
2020-05-21     1605.00      1595.68  1459.960167  1451.570592   8.389575   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-31           1.0            1.0         0.0  
2019-02-01           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-14           0.0           -1.0         0.0  
2019-05-15           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-18           1.0            1.0         0.0  
2019-12-19           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_019_SlowMA_40_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1744.139996   4.518642   
2019-01-25     1811.99      1802.20  1766.505759  1747.075096  19.430663   
2019-02-28     1754.00      1697.04  1837.781139  1837.938396  -0.157257   
2019-03-01     1708.20      1714.08  1796.547426  1831.832057 -35.284631   
2019-04-09     1776.75      1794.47  1781.606141  1777.407581   4.198560   
2019-04-10     1793.85      1806.00  1789.737427  1778.805973  10.931454   
2019-05-07     1781.45      1785.00  1809.790374  1813.959035  -4.168661   
2019-05-08     1765.01      1751.63  1790.403583  1810.915532 -20.511949   
2019-06-11     1799.50      1803.63  1773.487703  1765.607352   7.880351   
2019-06-12     1804.17      1798.90  1781.958468  1767.231876  14.726592   
2019-08-05     1819.98      1788.60  1850.994684  1863.155407 -12.160723   
2019-08-06     1799.20      1786.52  1829.503123  1859.416925 -29.913803   
2019-08-08     1900.00      1941.01  1864.906943  1861.640569   3.266374   
2019-08-09     1926.54      1917.69  1882.501296  1864.374794  18.126501   
2019-10-02     1969.00      1941.44  1964.679447  1968.246309  -3.566861   
2019-10-03     1936.55      1961.45  1963.602965  1967.914779  -4.311814   
2019-10-04     1970.64      1983.20  1970.135310  1968.660404   1.474906   
2019-10-07     1971.01      1951.56  1963.943540  1967.826234  -3.882694   
2019-10-08     1937.05      1938.19  1955.359027  1966.380556 -11.021530   
2019-10-14     1964.52      1988.75  1971.269067  1966.851909   4.417158   
2019-10-15     1992.21      2016.39  1986.309378  1969.268410  17.040968   
2019-11-07     1942.20      1849.93  1965.462045  1996.525498 -31.063453   
2019-11-08     1941.00      1879.19  1936.704697  1990.801806 -54.097110   
2019-12-13     1960.87      1973.60  1941.352128  1928.237102  13.115026   
2019-12-16     1983.47      1995.02  1959.241419  1931.494806  27.746613   
2020-01-24     1998.00      1962.96  1997.547711  2010.450505 -12.902794   
2020-01-27     1906.41      1908.89  1967.995140  2005.496334 -37.501193   
2020-02-18     1972.25      1976.28  1961.652479  1961.194502   0.457977   
2020-02-19     1982.76      1968.49  1963.931653  1961.550380   2.381273   
2020-02-21     1965.00      1928.72  1953.745179  1960.383193  -6.638014   
2020-02-24     1830.93      1792.54  1900.010119  1952.195720 -52.185601   
2020-04-30     1514.53      1480.57  1454.063347  1451.616652   2.446694   
2020-05-01     1442.75      1448.79  1452.305564  1451.478767   0.826798   
2020-05-04     1415.73      1413.30  1439.303710  1449.616388 -10.312678   
2020-05-05     1443.25      1393.20  1423.935806  1446.864369 -22.928562   
2020-05-18     1430.00      1557.43  1444.710732  1436.423581   8.287151   
2020-05-19     1556.29      1547.56  1478.993822  1441.844870  37.148952   
2020-06-26     1597.30      1541.25  1600.674407  1602.432681  -1.758273   
2020-06-29     1567.77      1593.22  1598.189605  1601.983282  -3.793677   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-02           0.0           -1.0         0.0  
2019-10-03           0.0            0.0        -1.0  
2019-10-04           1.0            1.0         0.0  
2019-10-07           0.0           -1.0         1.0  
2019-10-08           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-30           1.0            1.0         0.0  
2020-05-01           1.0            0.0         1.0  
2020-05-04           0.0           -1.0         0.0  
2020-05-05           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_020_SlowMA_40_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1755.321450  1750.432170   4.889280   
2019-01-29     1816.62      1808.80  1765.044832  1753.372662  11.672170   
2019-03-04     1723.66      1707.82  1815.097510  1825.721324 -10.623813   
2019-03-05     1715.00      1745.93  1802.521599  1821.791525 -19.269926   
2019-04-11     1810.00      1818.59  1785.980965  1780.751474   5.229491   
2019-04-12     1827.87      1833.07  1794.542608  1783.309621  11.232987   
2019-05-08     1765.01      1751.63  1810.603370  1810.915532  -0.312162   
2019-05-09     1729.43      1736.03  1797.044576  1807.259079 -10.214503   
2019-06-13     1802.05      1809.52  1770.830991  1769.295306   1.535685   
2019-06-14     1808.20      1775.50  1771.679902  1769.598057   2.081845   
2019-08-06     1799.20      1786.52  1857.919655  1859.416925  -1.497270   
2019-08-07     1758.40      1821.56  1851.308809  1857.570166  -6.261358   
2019-08-08     1900.00      1941.01  1867.618116  1861.640569   5.977547   
2019-08-09     1926.54      1917.69  1876.722095  1864.374794  12.347301   
2019-10-09     1953.72      1943.33  1962.968234  1965.256134  -2.287900   
2019-10-10     1942.69      1962.91  1962.957646  1965.141688  -2.184042   
2019-10-14     1964.52      1988.75  1969.762887  1966.851909   2.910978   
2019-10-15     1992.21      2016.39  1978.240544  1969.268410   8.972133   
2019-11-07     1942.20      1849.93  1994.876742  1996.525498  -1.648757   
2019-11-08     1941.00      1879.19  1973.842789  1990.801806 -16.959018   
2019-12-16     1983.47      1995.02  1937.990317  1931.494806   6.495512   
2019-12-17     2000.00      2001.87  1949.604805  1934.927743  14.677062   
2020-01-27     1906.41      1908.89  1999.350830  2005.496334  -6.145503   
2020-01-28     1914.67      1917.45  1984.459770  2001.201390 -16.741620   
2020-05-19     1556.29      1547.56  1448.786484  1441.844870   6.941614   
2020-05-20     1578.52      1599.15  1476.125305  1449.518291  26.607014   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-09           0.0           -1.0         0.0  
2019-10-10           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_021_SlowMA_40_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-30     1825.33      1818.70  1760.012739  1756.658513   3.354226   
2019-01-31     1820.37      1832.81  1769.113091  1760.482996   8.630096   
2019-03-05     1715.00      1745.93  1821.170962  1821.791525  -0.620563   
2019-03-06     1748.37      1751.62  1812.477061  1818.337136  -5.860075   
2019-04-12     1827.87      1833.07  1786.287695  1783.309621   2.978074   
2019-04-15     1834.00      1846.23  1793.780484  1786.385799   7.394685   
2019-05-09     1729.43      1736.03  1806.580834  1807.259079  -0.678245   
2019-05-10     1825.00      1829.85  1809.489480  1808.362079   1.127401   
2019-05-13     1800.00      1777.26  1805.460795  1806.843590  -1.382795   
2019-05-14     1787.12      1793.67  1803.986946  1806.200446  -2.213500   
2019-06-19     1812.00      1842.06  1780.777592  1775.483348   5.294244   
2019-06-20     1862.07      1861.31  1790.844143  1779.670954  11.173189   
2019-11-08     1941.00      1879.19  1987.449702  1990.801806  -3.352105   
2019-11-11     1869.00      1896.04  1976.023489  1986.179272 -10.155783   
2019-12-17     2000.00      2001.87  1937.504373  1934.927743   2.576630   
2019-12-18     2008.67      1991.51  1944.255077  1937.687855   6.567222   
2020-01-28     1914.67      1917.45  2000.083660  2001.201390  -1.117731   
2020-01-29     1924.04      1893.95  1986.816952  1995.969614  -9.152662   
2020-05-20     1578.52      1599.15  1456.771079  1449.518291   7.252788   
2020-05-21     1605.00      1595.68  1474.134694  1456.648130  17.486564   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-30           1.0            1.0         0.0  
2019-01-31           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           1.0            1.0        -1.0  
2019-05-13           0.0           -1.0         1.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_022_SlowMA_40_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-31     1820.37      1832.81  1761.088600  1760.482996   0.605605   
2019-02-01     1824.05      1836.96  1768.319814  1764.318297   4.001517   
2019-03-07     1746.50      1725.01  1810.902590  1813.744901  -2.842311   
2019-03-08     1708.04      1715.82  1801.846497  1808.928479  -7.081982   
2019-04-15     1834.00      1846.23  1788.866175  1786.385799   2.480376   
2019-04-16     1851.80      1841.70  1793.897990  1789.089814   4.808177   
2019-05-15     1778.60      1789.43  1805.082026  1805.381733  -0.299707   
2019-05-16     1790.00      1803.31  1804.913262  1805.280598  -0.367336   
2019-06-19     1812.00      1842.06  1776.027277  1775.483348   0.543929   
2019-06-20     1862.07      1861.31  1784.149442  1779.670954   4.478488   
2019-11-11     1869.00      1896.04  1983.589083  1986.179272  -2.590189   
2019-11-12     1901.35      1875.84  1973.327266  1980.796861  -7.469595   
2019-12-18     2008.67      1991.51  1938.136115  1937.687855   0.448260   
2019-12-19     1996.00      2003.12  1944.325056  1940.879668   3.445388   
2020-01-29     1924.04      1893.95  1995.204172  1995.969614  -0.765442   
2020-01-30     1871.42      1872.09  1983.479013  1989.926706  -6.447693   
2020-05-21     1605.00      1595.68  1459.960167  1456.648130   3.312037   
2020-05-22     1591.74      1631.30  1476.278246  1465.167734  11.110513   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-31           1.0            1.0         0.0  
2019-02-01           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-15           1.0            1.0         0.0  
2019-04-16           1.0            0.0         1.0  
2019-05-15           0.0           -1.0         0.0  
2019-05-16           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-11           0.0           -1.0         0.0  
2019-11-12           0.0            0.0        -1.0  
2019-12-18           1.0            1.0         0.0  
2019-12-19           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-21           1.0            1.0         0.0  
2020-05-22           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_023_SlowMA_45_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1748.292451   0.366188   
2019-01-25     1811.99      1802.20  1766.505759  1750.761905  15.743854   
2019-03-01     1708.20      1714.08  1796.547426  1828.690382 -32.142956   
2019-03-04     1723.66      1707.82  1766.971617  1823.345642 -56.374025   
2019-04-09     1776.75      1794.47  1781.606141  1778.964523   2.641618   
2019-04-10     1793.85      1806.00  1789.737427  1780.145936   9.591491   
2019-05-07     1781.45      1785.00  1809.790374  1812.274086  -2.483712   
2019-05-08     1765.01      1751.63  1790.403583  1809.631660 -19.228077   
2019-06-11     1799.50      1803.63  1773.487703  1768.085314   5.402388   
2019-06-12     1804.17      1798.90  1781.958468  1769.426083  12.532385   
2019-08-05     1819.98      1788.60  1850.994684  1859.075024  -8.080340   
2019-08-06     1799.20      1786.52  1829.503123  1855.920023 -26.416900   
2019-08-08     1900.00      1941.01  1864.906943  1858.190912   6.716031   
2019-08-09     1926.54      1917.69  1882.501296  1860.778141  21.723155   
2019-10-08     1937.05      1938.19  1955.359027  1961.701286  -6.342260   
2019-10-09     1953.72      1943.33  1951.349351  1960.902520  -9.553169   
2019-10-11     1984.30      1977.18  1962.528600  1961.693737   0.834864   
2019-10-14     1964.52      1988.75  1971.269067  1962.870115   8.398952   
2019-11-07     1942.20      1849.93  1965.462045  1992.931750 -27.469705   
2019-11-08     1941.00      1879.19  1936.704697  1987.986422 -51.281725   
2019-12-13     1960.87      1973.60  1941.352128  1930.424673  10.927455   
2019-12-16     1983.47      1995.02  1959.241419  1933.233172  26.008246   
2020-01-24     1998.00      1962.96  1997.547711  2006.707164  -9.159453   
2020-01-27     1906.41      1908.89  1967.995140  2002.454241 -34.459100   
2020-02-19     1982.76      1968.49  1963.931653  1962.921293   1.010360   
2020-02-20     1960.00      1970.91  1966.257768  1963.268628   2.989141   
2020-02-21     1965.00      1928.72  1953.745179  1961.766513  -8.021334   
2020-02-24     1830.93      1792.54  1900.010119  1954.408836 -54.398717   
2020-05-19     1556.29      1547.56  1478.993822  1451.705605  27.288216   
2020-05-20     1578.52      1599.15  1519.045881  1458.116231  60.929650   
2020-06-30     1583.90      1592.34  1596.239737  1596.772300  -0.532563   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-08           0.0           -1.0         0.0  
2019-10-09           0.0            0.0        -1.0  
2019-10-11           1.0            1.0         0.0  
2019-10-14           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-02-19           1.0            1.0         0.0  
2020-02-20           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  
2020-06-30           0.0           -1.0         0.0  

List the signal change and entry/exit points for EMA_024_SlowMA_45_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1755.321450  1753.633766   1.687684   
2019-01-29     1816.62      1808.80  1765.044832  1756.149408   8.895425   
2019-03-04     1723.66      1707.82  1815.097510  1823.345642  -8.248132   
2019-03-05     1715.00      1745.93  1802.521599  1819.924951 -17.403351   
2019-04-11     1810.00      1818.59  1785.980965  1781.825519   4.155446   
2019-04-12     1827.87      1833.07  1794.542608  1784.063868  10.478740   
2019-05-09     1729.43      1736.03  1797.044576  1806.424941  -9.380365   
2019-05-10     1825.00      1829.85  1803.009198  1807.445445  -4.436247   
2019-06-14     1808.20      1775.50  1771.679902  1771.358907   0.320995   
2019-06-17     1776.00      1781.41  1773.449011  1771.796196   1.652814   
2019-08-07     1758.40      1821.56  1851.308809  1854.425912  -3.117103   
2019-08-08     1900.00      1941.01  1867.618116  1858.190912   9.427204   
2019-08-09     1926.54      1917.69  1876.722095  1860.778141  15.943954   
2019-11-08     1941.00      1879.19  1973.842789  1987.986422 -14.143633   
2019-11-11     1869.00      1896.04  1959.696827  1983.988724 -24.291897   
2019-12-16     1983.47      1995.02  1937.990317  1933.233172   4.757145   
2019-12-17     2000.00      2001.87  1949.604805  1936.217389  13.387416   
2020-01-27     1906.41      1908.89  1999.350830  2002.454241  -3.103410   
2020-01-28     1914.67      1917.45  1984.459770  1998.758402 -14.298632   
2020-05-20     1578.52      1599.15  1476.125305  1458.116231  18.009074   
2020-05-21     1605.00      1595.68  1497.862522  1464.097265  33.765258   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-14           1.0            1.0         0.0  
2019-06-17           1.0            0.0         1.0  
2019-08-07           0.0           -1.0         0.0  
2019-08-08           1.0            1.0        -1.0  
2019-08-09           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_025_SlowMA_45_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-30     1825.33      1818.70  1760.012739  1758.995742   1.016997   
2019-01-31     1820.37      1832.81  1769.113091  1762.347832   6.765260   
2019-03-06     1748.37      1751.62  1812.477061  1816.908959  -4.431898   
2019-03-07     1746.50      1725.01  1801.543644  1812.853922 -11.310278   
2019-04-12     1827.87      1833.07  1786.287695  1784.063868   2.223828   
2019-04-15     1834.00      1846.23  1793.780484  1786.778725   7.001759   
2019-05-13     1800.00      1777.26  1805.460795  1806.130540  -0.669745   
2019-05-14     1787.12      1793.67  1803.986946  1805.587793  -1.600848   
2019-06-19     1812.00      1842.06  1780.777592  1776.400706   4.376886   
2019-06-20     1862.07      1861.31  1790.844143  1780.094524  10.749619   
2019-11-08     1941.00      1879.19  1987.449702  1987.986422  -0.536720   
2019-11-11     1869.00      1896.04  1976.023489  1983.988724  -7.965236   
2019-12-17     2000.00      2001.87  1937.504373  1936.217389   1.286984   
2019-12-18     2008.67      1991.51  1944.255077  1938.621420   5.633656   
2020-01-29     1924.04      1893.95  1986.816952  1994.201512  -7.384560   
2020-01-30     1871.42      1872.09  1972.476083  1988.892312 -16.416229   
2020-05-21     1605.00      1595.68  1474.134694  1464.097265  10.037429   
2020-05-22     1591.74      1631.30  1493.780357  1471.366949  22.413408   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-30           1.0            1.0         0.0  
2019-01-31           1.0            0.0         1.0  
2019-03-06           0.0           -1.0         0.0  
2019-03-07           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-13           0.0           -1.0         0.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-21           1.0            1.0         0.0  
2020-05-22           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_026_SlowMA_45_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-02-01     1824.05      1836.96  1768.319814  1765.729615   2.590199   
2019-02-04     1840.39      1860.99  1777.151476  1770.039318   7.112158   
2019-03-07     1746.50      1725.01  1810.902590  1812.853922  -1.951332   
2019-03-08     1708.04      1715.82  1801.846497  1808.575073  -6.728576   
2019-04-15     1834.00      1846.23  1788.866175  1786.778725   2.087450   
2019-04-16     1851.80      1841.70  1793.897990  1789.176729   4.721261   
2019-05-17     1786.37      1787.29  1803.234855  1804.052318  -0.817463   
2019-05-20     1769.73      1752.23  1798.377248  1801.795747  -3.418499   
2019-06-20     1862.07      1861.31  1784.149442  1780.094524   4.054918   
2019-06-21     1859.36      1880.00  1793.278067  1784.440615   8.837452   
2019-11-11     1869.00      1896.04  1983.589083  1983.988724  -0.399641   
2019-11-12     1901.35      1875.84  1973.327266  1979.286576  -5.959310   
2019-12-19     1996.00      2003.12  1944.325056  1941.425712   2.899344   
2019-12-20     2017.00      2023.26  1951.842670  1944.983731   6.858938   
2020-01-30     1871.42      1872.09  1983.479013  1988.892312  -5.413299   
2020-01-31     1865.93      1830.55  1968.914345  1982.007860 -13.093515   
2020-05-22     1591.74      1631.30  1476.278246  1471.366949   4.911297   
2020-05-26     1704.32      1746.91  1502.052699  1483.347082  18.705617   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-02-01           1.0            1.0         0.0  
2019-02-04           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-15           1.0            1.0         0.0  
2019-04-16           1.0            0.0         1.0  
2019-05-17           0.0           -1.0         0.0  
2019-05-20           0.0            0.0        -1.0  
2019-06-20           1.0            1.0         0.0  
2019-06-21           1.0            0.0         1.0  
2019-11-11           0.0           -1.0         0.0  
2019-11-12           0.0            0.0        -1.0  
2019-12-19           1.0            1.0         0.0  
2019-12-20           1.0            0.0         1.0  
2020-01-30           0.0           -1.0         0.0  
2020-01-31           0.0            0.0        -1.0  
2020-05-22           1.0            1.0         0.0  
2020-05-26           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_027_SlowMA_50_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1766.505759  1754.061832  12.443927   
2019-01-28     1787.62      1813.60  1782.203839  1756.561251  25.642588   
2019-03-01     1708.20      1714.08  1796.547426  1826.138376 -29.590950   
2019-03-04     1723.66      1707.82  1766.971617  1821.378439 -54.406821   
2019-04-09     1776.75      1794.47  1781.606141  1780.320886   1.285255   
2019-04-10     1793.85      1806.00  1789.737427  1781.336605   8.400823   
2019-05-07     1781.45      1785.00  1809.790374  1810.875395  -1.085021   
2019-05-08     1765.01      1751.63  1790.403583  1808.542708 -18.139126   
2019-06-11     1799.50      1803.63  1773.487703  1770.225765   3.261938   
2019-06-12     1804.17      1798.90  1781.958468  1771.351970  10.606498   
2019-08-05     1819.98      1788.60  1850.994684  1855.317894  -4.323210   
2019-08-06     1799.20      1786.52  1829.503123  1852.619033 -23.115910   
2019-08-08     1900.00      1941.01  1864.906943  1854.915819   9.991124   
2019-08-09     1926.54      1917.69  1882.501296  1857.378284  25.123012   
2019-10-08     1937.05      1938.19  1955.359027  1956.889523  -1.530496   
2019-10-09     1953.72      1943.33  1951.349351  1956.357747  -5.008396   
2019-10-11     1984.30      1977.18  1962.528600  1957.421235   5.107365   
2019-10-14     1964.52      1988.75  1971.269067  1958.649875  12.619192   
2019-11-07     1942.20      1849.93  1965.462045  1989.076615 -23.614570   
2019-11-08     1941.00      1879.19  1936.704697  1984.767237 -48.062540   
2019-12-13     1960.87      1973.60  1941.352128  1932.071832   9.280296   
2019-12-16     1983.47      1995.02  1959.241419  1934.540408  24.701010   
2020-01-24     1998.00      1962.96  1997.547711  2003.244280  -5.696569   
2020-01-27     1906.41      1908.89  1967.995140  1999.544101 -31.548961   
2020-02-19     1982.76      1968.49  1963.931653  1963.850093   0.081560   
2020-02-20     1960.00      1970.91  1966.257768  1964.126952   2.130816   
2020-02-21     1965.00      1928.72  1953.745179  1962.738442  -8.993263   
2020-02-24     1830.93      1792.54  1900.010119  1956.063985 -56.053865   
2020-05-19     1556.29      1547.56  1478.993822  1462.839017  16.154804   
2020-05-20     1578.52      1599.15  1519.045881  1468.184547  50.861334   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-08           0.0           -1.0         0.0  
2019-10-09           0.0            0.0        -1.0  
2019-10-11           1.0            1.0         0.0  
2019-10-14           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-02-19           1.0            1.0         0.0  
2020-02-20           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_028_SlowMA_50_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1765.044832  1758.748194   6.296639   
2019-01-30     1825.33      1818.70  1774.800325  1761.251409  13.548916   
2019-03-04     1723.66      1707.82  1815.097510  1821.378439  -6.280929   
2019-03-05     1715.00      1745.93  1802.521599  1818.346231 -15.824631   
2019-04-11     1810.00      1818.59  1785.980965  1782.809637   3.171328   
2019-04-12     1827.87      1833.07  1794.542608  1784.796330   9.746277   
2019-05-09     1729.43      1736.03  1797.044576  1805.688094  -8.643519   
2019-05-10     1825.00      1829.85  1803.009198  1806.639134  -3.629936   
2019-06-17     1776.00      1781.41  1773.449011  1773.287014   0.161996   
2019-06-18     1808.38      1808.99  1779.911009  1774.688962   5.222047   
2019-08-07     1758.40      1821.56  1851.308809  1851.400639  -0.091830   
2019-08-08     1900.00      1941.01  1867.618116  1854.915819  12.702297   
2019-08-09     1926.54      1917.69  1876.722095  1857.378284  19.343811   
2019-11-08     1941.00      1879.19  1973.842789  1984.767237 -10.924448   
2019-11-11     1869.00      1896.04  1959.696827  1981.287661 -21.590834   
2019-12-16     1983.47      1995.02  1937.990317  1934.540408   3.449909   
2019-12-17     2000.00      2001.87  1949.604805  1937.180806  12.423999   
2020-01-27     1906.41      1908.89  1999.350830  1999.544101  -0.193271   
2020-01-28     1914.67      1917.45  1984.459770  1996.324716 -11.864946   
2020-05-20     1578.52      1599.15  1476.125305  1468.184547   7.940758   
2020-05-21     1605.00      1595.68  1497.862522  1473.184369  24.678153   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-17           1.0            1.0         0.0  
2019-06-18           1.0            0.0         1.0  
2019-08-07           0.0           -1.0         0.0  
2019-08-08           1.0            1.0        -1.0  
2019-08-09           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_029_SlowMA_50_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-31     1820.37      1832.81  1769.113091  1764.231687   4.881404   
2019-02-01     1824.05      1836.96  1777.594521  1767.253332  10.341189   
2019-03-06     1748.37      1751.62  1812.477061  1815.667168  -3.190107   
2019-03-07     1746.50      1725.01  1801.543644  1812.030675 -10.487031   
2019-04-12     1827.87      1833.07  1786.287695  1784.796330   1.491365   
2019-04-15     1834.00      1846.23  1793.780484  1787.223924   6.556560   
2019-05-13     1800.00      1777.26  1805.460795  1805.482906  -0.022111   
2019-05-14     1787.12      1793.67  1803.986946  1805.018070  -1.031124   
2019-06-19     1812.00      1842.06  1780.777592  1777.334282   3.443310   
2019-06-20     1862.07      1861.31  1790.844143  1780.631422  10.212721   
2019-11-11     1869.00      1896.04  1976.023489  1981.287661  -5.264172   
2019-11-12     1901.35      1875.84  1963.500553  1977.152371 -13.651818   
2019-12-17     2000.00      2001.87  1937.504373  1937.180806   0.323567   
2019-12-18     2008.67      1991.51  1944.255077  1939.311379   4.943697   
2020-01-29     1924.04      1893.95  1986.816952  1992.310011  -5.493058   
2020-01-30     1871.42      1872.09  1972.476083  1987.595488 -15.119405   
2020-05-21     1605.00      1595.68  1474.134694  1473.184369   0.950325   
2020-05-22     1591.74      1631.30  1493.780357  1479.384983  14.395375   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-31           1.0            1.0         0.0  
2019-02-01           1.0            0.0         1.0  
2019-03-06           0.0           -1.0         0.0  
2019-03-07           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-13           0.0           -1.0         0.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-11           0.0           -1.0         0.0  
2019-11-12           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-21           1.0            1.0         0.0  
2020-05-22           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_030_SlowMA_50_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-02-01     1824.05      1836.96  1768.319814  1767.253332   1.066482   
2019-02-04     1840.39      1860.99  1777.151476  1771.138753   6.012723   
2019-03-07     1746.50      1725.01  1810.902590  1812.030675  -1.128085   
2019-03-08     1708.04      1715.82  1801.846497  1808.174875  -6.328378   
2019-04-15     1834.00      1846.23  1788.866175  1787.223924   1.642251   
2019-04-16     1851.80      1841.70  1793.897990  1789.375939   4.522052   
2019-05-17     1786.37      1787.29  1803.234855  1803.690186  -0.455331   
2019-05-20     1769.73      1752.23  1798.377248  1801.666256  -3.289009   
2019-06-20     1862.07      1861.31  1784.149442  1780.631422   3.518019   
2019-06-21     1859.36      1880.00  1793.278067  1784.532748   8.745319   
2019-11-12     1901.35      1875.84  1973.327266  1977.152371  -3.825105   
2019-11-13     1855.59      1859.09  1962.447526  1972.522380 -10.074853   
2019-12-19     1996.00      2003.12  1944.325056  1941.813697   2.511359   
2019-12-20     2017.00      2023.26  1951.842670  1945.007692   6.834978   
2020-01-30     1871.42      1872.09  1983.479013  1987.595488  -4.116475   
2020-01-31     1865.93      1830.55  1968.914345  1981.436827 -12.522481   
2020-05-26     1704.32      1746.91  1502.052699  1489.876161  12.176538   
2020-05-27     1775.93      1698.73  1520.783871  1498.066508  22.717362   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-02-01           1.0            1.0         0.0  
2019-02-04           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-15           1.0            1.0         0.0  
2019-04-16           1.0            0.0         1.0  
2019-05-17           0.0           -1.0         0.0  
2019-05-20           0.0            0.0        -1.0  
2019-06-20           1.0            1.0         0.0  
2019-06-21           1.0            0.0         1.0  
2019-11-12           0.0           -1.0         0.0  
2019-11-13           0.0            0.0        -1.0  
2019-12-19           1.0            1.0         0.0  
2019-12-20           1.0            0.0         1.0  
2020-01-30           0.0           -1.0         0.0  
2020-01-31           0.0            0.0        -1.0  
2020-05-26           1.0            1.0         0.0  
2020-05-27           1.0            0.0         1.0  

In [17]:
if verbose:
    for key in model_collection:
        graph_data = model_collection[key].copy()
        title_string = "Exponential Moving Average Crossover Model for " + key
        fig = plt.figure(figsize=(16,9))
        ylabel = stock_symbol + ' price in $'
        ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
        graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
        graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
        graph_data['close_price'].plot(ax=ax1, color='g')
        ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
        ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
        plt.legend(loc='upper left')
        plt.show()

Task 4. Back-test Model

In [18]:
def trading_portfolio_generation(initial_fund, trading_model):
    # Construct a portfolio to track the transactions and returns
    portfolio = pd.DataFrame(index=trading_model.index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sold_transaction', 'gain_loss', 'cash_onhand', 'position_value', 'total_position', 'accumu_return'])
    portfolio.iloc[0]['trade_action'] = 0
    portfolio.iloc[0]['qty_onhand'] = 0
    portfolio.iloc[0]['cost_basis'] = 0.00
    portfolio.iloc[0]['sold_transaction'] = 0.00
    portfolio.iloc[0]['gain_loss'] = 0.00
    portfolio.iloc[0]['cash_onhand'] = initial_capital
    portfolio.iloc[0]['position_value'] = 0.00
    portfolio.iloc[0]['total_position'] = initial_capital
    portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_position'] - initial_fund
    recent_cost = 0

    # The conditional parameters below determine how the trading strategy will be carried out
    for i in range(1, len(portfolio)):
        if (trading_model.iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
            portfolio.iloc[i]['trade_action'] = 1
            portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
            portfolio.iloc[i]['cost_basis'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
            portfolio.iloc[i]['sold_transaction'] = 0.00
            portfolio.iloc[i]['gain_loss'] = 0.00
            portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] - portfolio.iloc[i]['cost_basis']
            recent_cost = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
            if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
        elif (trading_model.iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
            portfolio.iloc[i]['trade_action'] = -1
            portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
            portfolio.iloc[i]['cost_basis'] = 0.00
            portfolio.iloc[i]['sold_transaction'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'] * -1
            portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'])) * -1
            portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] + portfolio.iloc[i]['sold_transaction']
            recent_cost = 0.00
            if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
        else:
            portfolio.iloc[i]['trade_action'] = 0
            portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
            portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
            portfolio.iloc[i]['sold_transaction'] = 0.00
            portfolio.iloc[i]['gain_loss'] = 0.00
            portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand']
        portfolio.iloc[i]['position_value'] = trading_model.iloc[i]['close_price'] * portfolio.iloc[i]['qty_onhand']
        portfolio.iloc[i]['total_position'] = portfolio.iloc[i]['cash_onhand'] + portfolio.iloc[i]['position_value']
        portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_position'] - initial_fund

    return portfolio
In [19]:
portfolio_collection = {}

# Build dataframe for reporting model performance summary
performance_summary = pd.DataFrame(columns=['model_name','return_value','return_percent'])

for key in model_collection:
    print('Processing portfolio for model:', key)
    portfolio_collection[key] = trading_portfolio_generation(initial_capital, model_collection[key])
    trade_transactions = portfolio_collection[key][portfolio_collection[key].trade_action != 0]
    print(trade_transactions)
    print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, portfolio_collection[key].accumu_return[-1]))
    if initial_capital != 0:
        return_percentage = portfolio_collection[key].accumu_return[-1] / initial_capital * 100
        print('Accumulated return percentage based on the initial capital investment: %.2f%%' % (return_percentage))
    else:
        return_percentage = None
    if trade_transactions.iloc[-1]['trade_action'] == 1:
        print('The current status of the model is:', 'Holding a position since', trade_transactions.index.tolist()[-1], '\n')
    else:
        print('The current status of the model is:', 'Waiting to enter since', trade_transactions.index.tolist()[-1], '\n')
    performance_summary = performance_summary.append({'model_name': key, 'return_value': portfolio_collection[key].accumu_return[-1],
                                                      'return_percent': return_percentage}, ignore_index=True)
Processing portfolio for model: EMA_001_SlowMA_10_FastMA_05
BOUGHT QTY: 1 on 2019-01-18 00:00:00 at the price of 1747.02
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-03-21 00:00:00 at the price of 1765.8
SOLD QTY: -1 on 2019-03-25 00:00:00 at the price of 1714.01
BOUGHT QTY: 1 on 2019-03-27 00:00:00 at the price of 1768.98
SOLD QTY: -1 on 2019-03-28 00:00:00 at the price of 1759.99
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-06 00:00:00 at the price of 1766.01
SOLD QTY: -1 on 2019-07-18 00:00:00 at the price of 1861.83
BOUGHT QTY: 1 on 2019-07-19 00:00:00 at the price of 1896.03
SOLD QTY: -1 on 2019-08-02 00:00:00 at the price of 1874.11
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-25 00:00:00 at the price of 1991.65
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-05 00:00:00 at the price of 2008.99
BOUGHT QTY: 1 on 2019-11-29 00:00:00 at the price of 1904.89
SOLD QTY: -1 on 2019-12-04 00:00:00 at the price of 1894.64
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 2006.0
BOUGHT QTY: 1 on 2020-02-13 00:00:00 at the price of 1944.0
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-08 00:00:00 at the price of 1382.65
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-12 00:00:00 at the price of 1653.57
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-18            1          1    1747.02                0         0   
2019-03-01           -1          0          0           1708.2    -38.82   
2019-03-21            1          1     1765.8                0         0   
2019-03-25           -1          0          0          1714.01    -51.79   
2019-03-27            1          1    1768.98                0         0   
2019-03-28           -1          0          0          1759.99     -8.99   
2019-04-03            1          1    1778.47                0         0   
2019-05-03           -1          0          0          1816.17      37.7   
2019-06-06            1          1    1766.01                0         0   
2019-07-18           -1          0          0          1861.83     95.82   
2019-07-19            1          1    1896.03                0         0   
2019-08-02           -1          0          0          1874.11    -21.92   
2019-08-12            1          1    1900.44                0         0   
2019-09-25           -1          0          0          1991.65     91.21   
2019-10-15            1          1    1992.21                0         0   
2019-11-05           -1          0          0          2008.99     16.78   
2019-11-29            1          1    1904.89                0         0   
2019-12-04           -1          0          0          1894.64    -10.25   
2019-12-05            1          1       1929                0         0   
2020-01-21           -1          0          0             2006        77   
2020-02-13            1          1       1944                0         0   
2020-02-25           -1          0          0             1803      -141   
2020-04-08            1          1    1382.65                0         0   
2020-04-23           -1          0          0          1354.05     -28.6   
2020-04-29            1          1    1487.83                0         0   
2020-05-07           -1          0          0          1392.26    -95.57   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-12           -1          0          0          1653.57     97.28   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-18    -1747.02        1760.26          13.24         13.24  
2019-03-01      -38.82              0         -38.82        -38.82  
2019-03-21    -1804.62        1774.36         -30.26        -30.26  
2019-03-25      -90.61              0         -90.61        -90.61  
2019-03-27    -1859.59        1752.11        -107.48       -107.48  
2019-03-28       -99.6              0          -99.6         -99.6  
2019-04-03    -1878.07        1774.93        -103.14       -103.14  
2019-05-03       -61.9              0          -61.9         -61.9  
2019-06-06    -1827.91        1754.86         -73.05        -73.05  
2019-07-18       33.92              0          33.92         33.92  
2019-07-19    -1862.11        1882.09          19.98         19.98  
2019-08-02          12              0             12            12  
2019-08-12    -1888.44        1916.89          28.45         28.45  
2019-09-25      103.21              0         103.21        103.21  
2019-10-15       -1889        2016.39         127.39        127.39  
2019-11-05      119.99              0         119.99        119.99  
2019-11-29     -1784.9        1904.03         119.13        119.13  
2019-12-04      109.74              0         109.74        109.74  
2019-12-05    -1819.26        1904.22          84.96         84.96  
2020-01-21      186.74              0         186.74        186.74  
2020-02-13    -1757.26        1959.94         202.68        202.68  
2020-02-25       45.74              0          45.74         45.74  
2020-04-08    -1336.91        1372.06          35.15         35.15  
2020-04-23       17.14              0          17.14         17.14  
2020-04-29    -1470.69        1520.53          49.84         49.84  
2020-05-07      -78.43              0         -78.43        -78.43  
2020-05-08    -1495.12        1430.83         -64.29        -64.29  
2020-05-13     -115.78              0        -115.78       -115.78  
2020-05-19    -1672.07        1547.56        -124.51       -124.51  
2020-06-12       -18.5              0          -18.5         -18.5  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-18.50
The current status of the model is: Waiting to enter since 2020-06-12 00:00:00 

Processing portfolio for model: EMA_002_SlowMA_15_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 1775.31
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-26 00:00:00 at the price of 1994.08
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-07 00:00:00 at the price of 1942.2
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-14 00:00:00 at the price of 1998.44
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 1424.76
SOLD QTY: -1 on 2020-04-24 00:00:00 at the price of 1372.39
BOUGHT QTY: 1 on 2020-04-28 00:00:00 at the price of 1434.2
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-16 00:00:00 at the price of 1716.32
BOUGHT QTY: 1 on 2020-06-17 00:00:00 at the price of 1677.92
SOLD QTY: -1 on 2020-06-18 00:00:00 at the price of 1622.4
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-22            1          1    1743.18                0         0   
2019-03-01           -1          0          0           1708.2    -34.98   
2019-04-04            1          1    1775.31                0         0   
2019-05-03           -1          0          0          1816.17     40.86   
2019-06-10            1          1    1782.57                0         0   
2019-08-05           -1          0          0          1819.98     37.41   
2019-08-12            1          1    1900.44                0         0   
2019-09-26           -1          0          0          1994.08     93.64   
2019-10-16            1          1     2016.8                0         0   
2019-11-07           -1          0          0           1942.2     -74.6   
2019-12-05            1          1       1929                0         0   
2020-01-22           -1          0          0          2004.33     75.33   
2020-02-14            1          1    1998.44                0         0   
2020-02-25           -1          0          0             1803   -195.44   
2020-04-09            1          1    1424.76                0         0   
2020-04-24           -1          0          0          1372.39    -52.37   
2020-04-28            1          1     1434.2                0         0   
2020-05-07           -1          0          0          1392.26    -41.94   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-16           -1          0          0          1716.32    160.03   
2020-06-17            1          1    1677.92                0         0   
2020-06-18           -1          0          0           1622.4    -55.52   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-22    -1743.18        1708.98          -34.2         -34.2  
2019-03-01      -34.98              0         -34.98        -34.98  
2019-04-04    -1810.29         1780.6         -29.69        -29.69  
2019-05-03        5.88              0           5.88          5.88  
2019-06-10    -1776.69        1781.12           4.43          4.43  
2019-08-05       43.29              0          43.29         43.29  
2019-08-12    -1857.15        1916.89          59.74         59.74  
2019-09-26      136.93              0         136.93        136.93  
2019-10-16    -1879.87        2027.63         147.76        147.76  
2019-11-07       62.33              0          62.33         62.33  
2019-12-05    -1866.67        1904.22          37.55         37.55  
2020-01-22      137.66              0         137.66        137.66  
2020-02-14    -1860.78        1990.96         130.18        130.18  
2020-02-25      -57.78              0         -57.78        -57.78  
2020-04-09    -1482.54        1420.64          -61.9         -61.9  
2020-04-24     -110.15              0        -110.15       -110.15  
2020-04-28    -1544.35        1439.32        -105.03       -105.03  
2020-05-07     -152.09              0        -152.09       -152.09  
2020-05-08    -1568.78        1430.83        -137.95       -137.95  
2020-05-13     -189.44              0        -189.44       -189.44  
2020-05-19    -1745.73        1547.56        -198.17       -198.17  
2020-06-16      -29.41              0         -29.41        -29.41  
2020-06-17    -1707.33        1638.24         -69.09        -69.09  
2020-06-18      -84.93              0         -84.93        -84.93  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-84.93
The current status of the model is: Waiting to enter since 2020-06-18 00:00:00 

Processing portfolio for model: EMA_003_SlowMA_15_FastMA_10
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-10 00:00:00 at the price of 1902.4
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-23 00:00:00 at the price of 1652.3
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 1660.71
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-24            1          1    1748.98                0         0   
2019-03-01           -1          0          0           1708.2    -40.78   
2019-04-05            1          1    1788.03                0         0   
2019-05-08           -1          0          0          1765.01    -23.02   
2019-06-11            1          1     1799.5                0         0   
2019-08-06           -1          0          0           1799.2      -0.3   
2019-08-13            1          1    1907.67                0         0   
2019-09-30           -1          0          0             1953     45.33   
2019-10-17            1          1       2033                0         0   
2019-11-08           -1          0          0             1941       -92   
2019-12-10            1          1     1902.4                0         0   
2020-01-23           -1          0          0          1986.24     83.84   
2020-02-19            1          1    1982.76                0         0   
2020-02-25           -1          0          0             1803   -179.76   
2020-04-14            1          1    1460.09                0         0   
2020-05-14           -1          0          0          1348.74   -111.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-23           -1          0          0           1652.3     96.01   
2020-06-24            1          1    1660.71                0         0   
2020-06-25           -1          0          0          1585.81     -74.9   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-24    -1748.98        1795.67          46.69         46.69  
2019-03-01      -40.78              0         -40.78        -40.78  
2019-04-05    -1828.81        1769.45         -59.36        -59.36  
2019-05-08       -63.8              0          -63.8         -63.8  
2019-06-11     -1863.3        1803.63         -59.67        -59.67  
2019-08-06       -64.1              0          -64.1         -64.1  
2019-08-13    -1971.77        1943.19         -28.58        -28.58  
2019-09-30      -18.77              0         -18.77        -18.77  
2019-10-17    -2051.77        2028.53         -23.24        -23.24  
2019-11-08     -110.77              0        -110.77       -110.77  
2019-12-10    -2013.17        1904.63        -108.54       -108.54  
2020-01-23      -26.93              0         -26.93        -26.93  
2020-02-19    -2009.69        1968.49          -41.2         -41.2  
2020-02-25     -206.69              0        -206.69       -206.69  
2020-04-14    -1666.78        1449.42        -217.36       -217.36  
2020-05-14     -318.04              0        -318.04       -318.04  
2020-05-19    -1874.33        1547.56        -326.77       -326.77  
2020-06-23     -222.03              0        -222.03       -222.03  
2020-06-24    -1882.74        1610.33        -272.41       -272.41  
2020-06-25     -296.93              0        -296.93       -296.93  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-296.93
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00 

Processing portfolio for model: EMA_004_SlowMA_20_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-27 00:00:00 at the price of 1969.56
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-09 00:00:00 at the price of 1928.08
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 1609.74
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 1660.71
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-22            1          1    1743.18                0         0   
2019-03-01           -1          0          0           1708.2    -34.98   
2019-04-05            1          1    1788.03                0         0   
2019-05-07           -1          0          0          1781.45     -6.58   
2019-06-10            1          1    1782.57                0         0   
2019-08-05           -1          0          0          1819.98     37.41   
2019-08-12            1          1    1900.44                0         0   
2019-09-27           -1          0          0          1969.56     69.12   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-09            1          1    1928.08                0         0   
2020-01-22           -1          0          0          2004.33     76.25   
2020-02-18            1          1    1972.25                0         0   
2020-02-25           -1          0          0             1803   -169.25   
2020-04-14            1          1    1460.09                0         0   
2020-04-23           -1          0          0          1354.05   -106.04   
2020-04-29            1          1    1487.83                0         0   
2020-05-13           -1          0          0          1379.34   -108.49   
2020-05-19            1          1    1556.29                0         0   
2020-06-22           -1          0          0          1609.74     53.45   
2020-06-24            1          1    1660.71                0         0   
2020-06-25           -1          0          0          1585.81     -74.9   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-22    -1743.18        1708.98          -34.2         -34.2  
2019-03-01      -34.98              0         -34.98        -34.98  
2019-04-05    -1823.01        1769.45         -53.56        -53.56  
2019-05-07      -41.56              0         -41.56        -41.56  
2019-06-10    -1824.13        1781.12         -43.01        -43.01  
2019-08-05       -4.15              0          -4.15         -4.15  
2019-08-12    -1904.59        1916.89           12.3          12.3  
2019-09-27       64.97              0          64.97         64.97  
2019-10-16    -1951.83        2027.63           75.8          75.8  
2019-11-08      -10.83              0         -10.83        -10.83  
2019-12-09    -1938.91        1905.79         -33.12        -33.12  
2020-01-22       65.42              0          65.42         65.42  
2020-02-18    -1906.83        1976.28          69.45         69.45  
2020-02-25     -103.83              0        -103.83       -103.83  
2020-04-14    -1563.92        1449.42         -114.5        -114.5  
2020-04-23     -209.87              0        -209.87       -209.87  
2020-04-29     -1697.7        1520.53        -177.17       -177.17  
2020-05-13     -318.36              0        -318.36       -318.36  
2020-05-19    -1874.65        1547.56        -327.09       -327.09  
2020-06-22     -264.91              0        -264.91       -264.91  
2020-06-24    -1925.62        1610.33        -315.29       -315.29  
2020-06-25     -339.81              0        -339.81       -339.81  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-339.81
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00 

Processing portfolio for model: EMA_005_SlowMA_20_FastMA_10
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-21 00:00:00 at the price of 1965.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-17 00:00:00 at the price of 1469.0
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-04           -1          0          0          1723.66    -88.33   
2019-04-09            1          1    1776.75                0         0   
2019-05-08           -1          0          0          1765.01    -11.74   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-13            1          1    1907.67                0         0   
2019-10-01           -1          0          0             1977     69.33   
2019-10-17            1          1       2033                0         0   
2019-11-08           -1          0          0             1941       -92   
2019-12-13            1          1    1960.87                0         0   
2020-01-24           -1          0          0             1998     37.13   
2020-02-21            1          1       1965                0         0   
2020-02-24           -1          0          0          1830.93   -134.07   
2020-04-17            1          1       1469                0         0   
2020-04-23           -1          0          0          1354.05   -114.95   
2020-04-29            1          1    1487.83                0         0   
2020-05-14           -1          0          0          1348.74   -139.09   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-04      -88.33              0         -88.33        -88.33  
2019-04-09    -1865.08        1794.47         -70.61        -70.61  
2019-05-08     -100.07              0        -100.07       -100.07  
2019-06-12    -1904.24         1798.9        -105.34       -105.34  
2019-08-06     -105.04              0        -105.04       -105.04  
2019-08-13    -2012.71        1943.19         -69.52        -69.52  
2019-10-01      -35.71              0         -35.71        -35.71  
2019-10-17    -2068.71        2028.53         -40.18        -40.18  
2019-11-08     -127.71              0        -127.71       -127.71  
2019-12-13    -2088.58         1973.6        -114.98       -114.98  
2020-01-24      -90.58              0         -90.58        -90.58  
2020-02-21    -2055.58        1928.72        -126.86       -126.86  
2020-02-24     -224.65              0        -224.65       -224.65  
2020-04-17    -1693.65        1470.87        -222.78       -222.78  
2020-04-23      -339.6              0         -339.6        -339.6  
2020-04-29    -1827.43        1520.53         -306.9        -306.9  
2020-05-14     -478.69              0        -478.69       -478.69  
2020-05-19    -2034.98        1547.56        -487.42       -487.42  
2020-06-29     -467.21              0        -467.21       -467.21  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-467.21
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_006_SlowMA_20_FastMA_15
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-05           -1          0          0             1715    -72.62   
2019-04-11            1          1       1810                0         0   
2019-05-09           -1          0          0          1729.43    -80.57   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-12            1          1    1900.44                0         0   
2019-10-04           -1          0          0          1970.64      70.2   
2019-10-17            1          1       2033                0         0   
2019-11-08           -1          0          0             1941       -92   
2019-12-16            1          1    1983.47                0         0   
2020-01-28           -1          0          0          1914.67     -68.8   
2020-04-30            1          1    1514.53                0         0   
2020-05-14           -1          0          0          1348.74   -165.79   
2020-05-19            1          1    1556.29                0         0   
2020-06-30           -1          0          0           1583.9     27.61   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-05      -72.62              0         -72.62        -72.62  
2019-04-11    -1882.62        1818.59         -64.03        -64.03  
2019-05-09     -153.19              0        -153.19       -153.19  
2019-06-14    -1961.39         1775.5        -185.89       -185.89  
2019-08-07     -202.99              0        -202.99       -202.99  
2019-08-12    -2103.43        1916.89        -186.54       -186.54  
2019-10-04     -132.79              0        -132.79       -132.79  
2019-10-17    -2165.79        2028.53        -137.26       -137.26  
2019-11-08     -224.79              0        -224.79       -224.79  
2019-12-16    -2208.26        1995.02        -213.24       -213.24  
2020-01-28     -293.59              0        -293.59       -293.59  
2020-04-30    -1808.12        1480.57        -327.55       -327.55  
2020-05-14     -459.38              0        -459.38       -459.38  
2020-05-19    -2015.67        1547.56        -468.11       -468.11  
2020-06-30     -431.77              0        -431.77       -431.77  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-431.77
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00 

Processing portfolio for model: EMA_007_SlowMA_25_FastMA_05
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-08 00:00:00 at the price of 1767.92
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-12 00:00:00 at the price of 1930.85
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 1407.84
SOLD QTY: -1 on 2020-04-22 00:00:00 at the price of 1365.01
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-24            1          1    1748.98                0         0   
2019-03-01           -1          0          0           1708.2    -40.78   
2019-04-08            1          1    1767.92                0         0   
2019-05-07           -1          0          0          1781.45     13.53   
2019-06-11            1          1     1799.5                0         0   
2019-08-05           -1          0          0          1819.98     20.48   
2019-08-12            1          1    1900.44                0         0   
2019-09-30           -1          0          0             1953     52.56   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-12            1          1    1930.85                0         0   
2020-01-23           -1          0          0          1986.24     55.39   
2020-02-18            1          1    1972.25                0         0   
2020-02-25           -1          0          0             1803   -169.25   
2020-04-15            1          1    1407.84                0         0   
2020-04-22           -1          0          0          1365.01    -42.83   
2020-04-29            1          1    1487.83                0         0   
2020-05-07           -1          0          0          1392.26    -95.57   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-26           -1          0          0           1597.3     41.01   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-24    -1748.98        1795.67          46.69         46.69  
2019-03-01      -40.78              0         -40.78        -40.78  
2019-04-08     -1808.7        1788.72         -19.98        -19.98  
2019-05-07      -27.25              0         -27.25        -27.25  
2019-06-11    -1826.75        1803.63         -23.12        -23.12  
2019-08-05       -6.77              0          -6.77         -6.77  
2019-08-12    -1907.21        1916.89           9.68          9.68  
2019-09-30       45.79              0          45.79         45.79  
2019-10-16    -1971.01        2027.63          56.62         56.62  
2019-11-08      -30.01              0         -30.01        -30.01  
2019-12-12    -1960.86        1948.48         -12.38        -12.38  
2020-01-23       25.38              0          25.38         25.38  
2020-02-18    -1946.87        1976.28          29.41         29.41  
2020-02-25     -143.87              0        -143.87       -143.87  
2020-04-15    -1551.71        1424.61         -127.1        -127.1  
2020-04-22      -186.7              0         -186.7        -186.7  
2020-04-29    -1674.53        1520.53           -154          -154  
2020-05-07     -282.27              0        -282.27       -282.27  
2020-05-08    -1698.96        1430.83        -268.13       -268.13  
2020-05-13     -319.62              0        -319.62       -319.62  
2020-05-19    -1875.91        1547.56        -328.35       -328.35  
2020-06-26     -278.61              0        -278.61       -278.61  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-278.61
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00 

Processing portfolio for model: EMA_008_SlowMA_25_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-04           -1          0          0          1723.66    -63.96   
2019-04-10            1          1    1793.85                0         0   
2019-05-09           -1          0          0          1729.43    -64.42   
2019-06-13            1          1    1802.05                0         0   
2019-08-06           -1          0          0           1799.2     -2.85   
2019-08-12            1          1    1900.44                0         0   
2019-10-03           -1          0          0          1936.55     36.11   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-04-30            1          1    1514.53                0         0   
2020-05-14           -1          0          0          1348.74   -165.79   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-04      -63.96              0         -63.96        -63.96  
2019-04-10    -1857.81           1806         -51.81        -51.81  
2019-05-09     -128.38              0        -128.38       -128.38  
2019-06-13    -1930.43        1809.52        -120.91       -120.91  
2019-08-06     -131.23              0        -131.23       -131.23  
2019-08-12    -2031.67        1916.89        -114.78       -114.78  
2019-10-03      -95.12              0         -95.12        -95.12  
2019-10-16    -2111.92        2027.63         -84.29        -84.29  
2019-11-08     -170.92              0        -170.92       -170.92  
2019-12-16    -2154.39        1995.02        -159.37       -159.37  
2020-01-27     -247.98              0        -247.98       -247.98  
2020-04-30    -1762.51        1480.57        -281.94       -281.94  
2020-05-14     -413.77              0        -413.77       -413.77  
2020-05-19    -1970.06        1547.56         -422.5        -422.5  
2020-06-29     -402.29              0        -402.29       -402.29  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-402.29
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_009_SlowMA_25_FastMA_15
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-09            1          1    1926.54                0         0   
2019-10-08           -1          0          0          1937.05     10.51   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-01            1          1    1442.75                0         0   
2020-05-07           -1          0          0          1392.26    -50.49   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-12    -1929.49        1833.07         -96.42        -96.42  
2019-05-10     -104.49              0        -104.49       -104.49  
2019-06-14    -1912.69         1775.5        -137.19       -137.19  
2019-08-07     -154.29              0        -154.29       -154.29  
2019-08-09    -2080.83        1917.69        -163.14       -163.14  
2019-10-08     -143.78              0        -143.78       -143.78  
2019-10-16    -2160.58        2027.63        -132.95       -132.95  
2019-11-08     -219.58              0        -219.58       -219.58  
2019-12-17    -2219.58        2001.87        -217.71       -217.71  
2020-01-28     -304.91              0        -304.91       -304.91  
2020-05-01    -1747.66        1448.79        -298.87       -298.87  
2020-05-07      -355.4              0         -355.4        -355.4  
2020-05-08    -1772.09        1430.83        -341.26       -341.26  
2020-05-13     -392.75              0        -392.75       -392.75  
2020-05-19    -1949.04        1547.56        -401.48       -401.48  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-356.70
The current status of the model is: Holding a position since 2020-05-19 00:00:00 

Processing portfolio for model: EMA_010_SlowMA_25_FastMA_20
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-06           -1          0          0          1748.37    -76.96   
2019-04-15            1          1       1834                0         0   
2019-05-10           -1          0          0             1825        -9   
2019-05-13            1          1       1800                0         0   
2019-05-14           -1          0          0          1787.12    -12.88   
2019-06-19            1          1       1812                0         0   
2019-10-10           -1          0          0          1942.69    130.69   
2019-10-15            1          1    1992.21                0         0   
2019-11-11           -1          0          0             1869   -123.21   
2019-12-18            1          1    2008.67                0         0   
2020-01-29           -1          0          0          1924.04    -84.63   
2020-05-19            1          1    1556.29                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-06      -76.96              0         -76.96        -76.96  
2019-04-15    -1910.96        1846.23         -64.73        -64.73  
2019-05-10      -85.96              0         -85.96        -85.96  
2019-05-13    -1885.96        1777.26         -108.7        -108.7  
2019-05-14      -98.84              0         -98.84        -98.84  
2019-06-19    -1910.84        1842.06         -68.78        -68.78  
2019-10-10       31.85              0          31.85         31.85  
2019-10-15    -1960.36        2016.39          56.03         56.03  
2019-11-11      -91.36              0         -91.36        -91.36  
2019-12-18    -2100.03        1991.51        -108.52       -108.52  
2020-01-29     -175.99              0        -175.99       -175.99  
2020-05-19    -1732.28        1547.56        -184.72       -184.72  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-139.94
The current status of the model is: Holding a position since 2020-05-19 00:00:00 

Processing portfolio for model: EMA_011_SlowMA_30_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-20 00:00:00 at the price of 1462.05
SOLD QTY: -1 on 2020-04-21 00:00:00 at the price of 1382.81
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-11 00:00:00 at the price of 1427.02
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-01           -1          0          0           1708.2   -103.79   
2019-04-09            1          1    1776.75                0         0   
2019-05-08           -1          0          0          1765.01    -11.74   
2019-06-11            1          1     1799.5                0         0   
2019-08-06           -1          0          0           1799.2      -0.3   
2019-08-12            1          1    1900.44                0         0   
2019-09-30           -1          0          0             1953     52.56   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-13            1          1    1960.87                0         0   
2020-01-24           -1          0          0             1998     37.13   
2020-02-19            1          1    1982.76                0         0   
2020-02-24           -1          0          0          1830.93   -151.83   
2020-04-20            1          1    1462.05                0         0   
2020-04-21           -1          0          0          1382.81    -79.24   
2020-04-30            1          1    1514.53                0         0   
2020-05-07           -1          0          0          1392.26   -122.27   
2020-05-11            1          1    1427.02                0         0   
2020-05-12           -1          0          0          1401.09    -25.93   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-01     -103.79              0        -103.79       -103.79  
2019-04-09    -1880.54        1794.47         -86.07        -86.07  
2019-05-08     -115.53              0        -115.53       -115.53  
2019-06-11    -1915.03        1803.63         -111.4        -111.4  
2019-08-06     -115.83              0        -115.83       -115.83  
2019-08-12    -2016.27        1916.89         -99.38        -99.38  
2019-09-30      -63.27              0         -63.27        -63.27  
2019-10-16    -2080.07        2027.63         -52.44        -52.44  
2019-11-08     -139.07              0        -139.07       -139.07  
2019-12-13    -2099.94         1973.6        -126.34       -126.34  
2020-01-24     -101.94              0        -101.94       -101.94  
2020-02-19     -2084.7        1968.49        -116.21       -116.21  
2020-02-24     -253.77              0        -253.77       -253.77  
2020-04-20    -1715.82        1411.63        -304.19       -304.19  
2020-04-21     -333.01              0        -333.01       -333.01  
2020-04-30    -1847.54        1480.57        -366.97       -366.97  
2020-05-07     -455.28              0        -455.28       -455.28  
2020-05-11     -1882.3           1411         -471.3        -471.3  
2020-05-12     -481.21              0        -481.21       -481.21  
2020-05-19     -2037.5        1547.56        -489.94       -489.94  
2020-06-29     -469.73              0        -469.73       -469.73  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-469.73
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_012_SlowMA_30_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-07 00:00:00 at the price of 1971.01
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-11 00:00:00 at the price of 1427.02
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-04           -1          0          0          1723.66    -63.96   
2019-04-11            1          1       1810                0         0   
2019-05-09           -1          0          0          1729.43    -80.57   
2019-06-13            1          1    1802.05                0         0   
2019-08-07           -1          0          0           1758.4    -43.65   
2019-08-12            1          1    1900.44                0         0   
2019-10-04           -1          0          0          1970.64      70.2   
2019-10-07            1          1    1971.01                0         0   
2019-10-08           -1          0          0          1937.05    -33.96   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-16            1          1    1983.47                0         0   
2020-01-28           -1          0          0          1914.67     -68.8   
2020-05-01            1          1    1442.75                0         0   
2020-05-07           -1          0          0          1392.26    -50.49   
2020-05-11            1          1    1427.02                0         0   
2020-05-12           -1          0          0          1401.09    -25.93   
2020-05-19            1          1    1556.29                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-04      -63.96              0         -63.96        -63.96  
2019-04-11    -1873.96        1818.59         -55.37        -55.37  
2019-05-09     -144.53              0        -144.53       -144.53  
2019-06-13    -1946.58        1809.52        -137.06       -137.06  
2019-08-07     -188.18              0        -188.18       -188.18  
2019-08-12    -2088.62        1916.89        -171.73       -171.73  
2019-10-04     -117.98              0        -117.98       -117.98  
2019-10-07    -2088.99        1951.56        -137.43       -137.43  
2019-10-08     -151.94              0        -151.94       -151.94  
2019-10-16    -2168.74        2027.63        -141.11       -141.11  
2019-11-08     -227.74              0        -227.74       -227.74  
2019-12-16    -2211.21        1995.02        -216.19       -216.19  
2020-01-28     -296.54              0        -296.54       -296.54  
2020-05-01    -1739.29        1448.79         -290.5        -290.5  
2020-05-07     -347.03              0        -347.03       -347.03  
2020-05-11    -1774.05           1411        -363.05       -363.05  
2020-05-12     -372.96              0        -372.96       -372.96  
2020-05-19    -1929.25        1547.56        -381.69       -381.69  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-336.91
The current status of the model is: Holding a position since 2020-05-19 00:00:00 

Processing portfolio for model: EMA_013_SlowMA_30_FastMA_15
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-06           -1          0          0          1748.37    -76.96   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-19            1          1       1812                0         0   
2019-08-08           -1          0          0             1900        88   
2019-08-09            1          1    1926.54                0         0   
2019-10-10           -1          0          0          1942.69     16.15   
2019-10-16            1          1     2016.8                0         0   
2019-11-11           -1          0          0             1869    -147.8   
2019-12-17            1          1       2000                0         0   
2020-01-29           -1          0          0          1924.04    -75.96   
2020-05-19            1          1    1556.29                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-06      -76.96              0         -76.96        -76.96  
2019-04-12    -1904.83        1833.07         -71.76        -71.76  
2019-05-10      -79.83              0         -79.83        -79.83  
2019-06-19    -1891.83        1842.06         -49.77        -49.77  
2019-08-08        8.17              0           8.17          8.17  
2019-08-09    -1918.37        1917.69          -0.68         -0.68  
2019-10-10       24.32              0          24.32         24.32  
2019-10-16    -1992.48        2027.63          35.15         35.15  
2019-11-11     -123.48              0        -123.48       -123.48  
2019-12-17    -2123.48        2001.87        -121.61       -121.61  
2020-01-29     -199.44              0        -199.44       -199.44  
2020-05-19    -1755.73        1547.56        -208.17       -208.17  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-163.39
The current status of the model is: Holding a position since 2020-05-19 00:00:00 

Processing portfolio for model: EMA_014_SlowMA_30_FastMA_20
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-31            1          1    1820.37                0         0   
2019-03-07           -1          0          0           1746.5    -73.87   
2019-04-15            1          1       1834                0         0   
2019-05-14           -1          0          0          1787.12    -46.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-18            1          1    2008.67                0         0   
2020-01-30           -1          0          0          1871.42   -137.25   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-31    -1820.37        1832.81          12.44         12.44  
2019-03-07      -73.87              0         -73.87        -73.87  
2019-04-15    -1907.87        1846.23         -61.64        -61.64  
2019-05-14     -120.75              0        -120.75       -120.75  
2019-06-20    -1982.82        1861.31        -121.51       -121.51  
2019-11-11     -113.82              0        -113.82       -113.82  
2019-12-18    -2122.49        1991.51        -130.98       -130.98  
2020-01-30     -251.07              0        -251.07       -251.07  
2020-05-20    -1829.59        1599.15        -230.44       -230.44  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-237.25
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_015_SlowMA_35_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-02 00:00:00 at the price of 1969.0
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-06 00:00:00 at the price of 1397.46
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-01           -1          0          0           1708.2   -103.79   
2019-04-09            1          1    1776.75                0         0   
2019-05-08           -1          0          0          1765.01    -11.74   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-12            1          1    1900.44                0         0   
2019-10-01           -1          0          0             1977     76.56   
2019-10-02            1          1       1969                0         0   
2019-10-03           -1          0          0          1936.55    -32.45   
2019-10-15            1          1    1992.21                0         0   
2019-11-08           -1          0          0             1941    -51.21   
2019-12-13            1          1    1960.87                0         0   
2020-01-24           -1          0          0             1998     37.13   
2020-02-19            1          1    1982.76                0         0   
2020-02-24           -1          0          0          1830.93   -151.83   
2020-04-30            1          1    1514.53                0         0   
2020-05-06           -1          0          0          1397.46   -117.07   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-01     -103.79              0        -103.79       -103.79  
2019-04-09    -1880.54        1794.47         -86.07        -86.07  
2019-05-08     -115.53              0        -115.53       -115.53  
2019-06-12     -1919.7         1798.9         -120.8        -120.8  
2019-08-06      -120.5              0         -120.5        -120.5  
2019-08-12    -2020.94        1916.89        -104.05       -104.05  
2019-10-01      -43.94              0         -43.94        -43.94  
2019-10-02    -2012.94        1941.44          -71.5         -71.5  
2019-10-03      -76.39              0         -76.39        -76.39  
2019-10-15     -2068.6        2016.39         -52.21        -52.21  
2019-11-08      -127.6              0         -127.6        -127.6  
2019-12-13    -2088.47         1973.6        -114.87       -114.87  
2020-01-24      -90.47              0         -90.47        -90.47  
2020-02-19    -2073.23        1968.49        -104.74       -104.74  
2020-02-24      -242.3              0         -242.3        -242.3  
2020-04-30    -1756.83        1480.57        -276.26       -276.26  
2020-05-06     -359.37              0        -359.37       -359.37  
2020-05-19    -1915.66        1547.56         -368.1        -368.1  
2020-06-29     -347.89              0        -347.89       -347.89  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-347.89
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_016_SlowMA_35_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-11            1          1       1810                0         0   
2019-05-09           -1          0          0          1729.43    -80.57   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-09            1          1    1926.54                0         0   
2019-10-09           -1          0          0          1953.72     27.18   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-11    -1911.62        1818.59         -93.03        -93.03  
2019-05-09     -182.19              0        -182.19       -182.19  
2019-06-14    -1990.39         1775.5        -214.89       -214.89  
2019-08-07     -231.99              0        -231.99       -231.99  
2019-08-09    -2158.53        1917.69        -240.84       -240.84  
2019-10-09     -204.81              0        -204.81       -204.81  
2019-10-16    -2221.61        2027.63        -193.98       -193.98  
2019-11-08     -280.61              0        -280.61       -280.61  
2019-12-17    -2280.61        2001.87        -278.74       -278.74  
2020-01-28     -365.94              0        -365.94       -365.94  
2020-05-20    -1944.46        1599.15        -345.31       -345.31  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-352.12
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_017_SlowMA_35_FastMA_15
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-06           -1          0          0          1748.37    -76.96   
2019-04-15            1          1       1834                0         0   
2019-05-10           -1          0          0             1825        -9   
2019-05-13            1          1       1800                0         0   
2019-05-14           -1          0          0          1787.12    -12.88   
2019-06-19            1          1       1812                0         0   
2019-11-11           -1          0          0             1869        57   
2019-12-18            1          1    2008.67                0         0   
2020-01-29           -1          0          0          1924.04    -84.63   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-06      -76.96              0         -76.96        -76.96  
2019-04-15    -1910.96        1846.23         -64.73        -64.73  
2019-05-10      -85.96              0         -85.96        -85.96  
2019-05-13    -1885.96        1777.26         -108.7        -108.7  
2019-05-14      -98.84              0         -98.84        -98.84  
2019-06-19    -1910.84        1842.06         -68.78        -68.78  
2019-11-11      -41.84              0         -41.84        -41.84  
2019-12-18    -2050.51        1991.51            -59           -59  
2020-01-29     -126.47              0        -126.47       -126.47  
2020-05-20    -1704.99        1599.15        -105.84       -105.84  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-112.65
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_018_SlowMA_35_FastMA_20
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-15 00:00:00 at the price of 1778.6
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-01            1          1    1824.05                0         0   
2019-03-08           -1          0          0          1708.04   -116.01   
2019-04-15            1          1       1834                0         0   
2019-05-15           -1          0          0           1778.6     -55.4   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-19            1          1       1996                0         0   
2020-01-30           -1          0          0          1871.42   -124.58   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-01    -1824.05        1836.96          12.91         12.91  
2019-03-08     -116.01              0        -116.01       -116.01  
2019-04-15    -1950.01        1846.23        -103.78       -103.78  
2019-05-15     -171.41              0        -171.41       -171.41  
2019-06-20    -2033.48        1861.31        -172.17       -172.17  
2019-11-11     -164.48              0        -164.48       -164.48  
2019-12-19    -2160.48        2003.12        -157.36       -157.36  
2020-01-30     -289.06              0        -289.06       -289.06  
2020-05-21    -1894.06        1595.68        -298.38       -298.38  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-301.72
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_019_SlowMA_40_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-07 00:00:00 at the price of 1971.01
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-05 00:00:00 at the price of 1443.25
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-01           -1          0          0           1708.2   -103.79   
2019-04-10            1          1    1793.85                0         0   
2019-05-08           -1          0          0          1765.01    -28.84   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-09            1          1    1926.54                0         0   
2019-10-03           -1          0          0          1936.55     10.01   
2019-10-07            1          1    1971.01                0         0   
2019-10-08           -1          0          0          1937.05    -33.96   
2019-10-15            1          1    1992.21                0         0   
2019-11-08           -1          0          0             1941    -51.21   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-02-19            1          1    1982.76                0         0   
2020-02-24           -1          0          0          1830.93   -151.83   
2020-05-01            1          1    1442.75                0         0   
2020-05-05           -1          0          0          1443.25       0.5   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-01     -103.79              0        -103.79       -103.79  
2019-04-10    -1897.64           1806         -91.64        -91.64  
2019-05-08     -132.63              0        -132.63       -132.63  
2019-06-12     -1936.8         1798.9         -137.9        -137.9  
2019-08-06      -137.6              0         -137.6        -137.6  
2019-08-09    -2064.14        1917.69        -146.45       -146.45  
2019-10-03     -127.59              0        -127.59       -127.59  
2019-10-07     -2098.6        1951.56        -147.04       -147.04  
2019-10-08     -161.55              0        -161.55       -161.55  
2019-10-15    -2153.76        2016.39        -137.37       -137.37  
2019-11-08     -212.76              0        -212.76       -212.76  
2019-12-16    -2196.23        1995.02        -201.21       -201.21  
2020-01-27     -289.82              0        -289.82       -289.82  
2020-02-19    -2272.58        1968.49        -304.09       -304.09  
2020-02-24     -441.65              0        -441.65       -441.65  
2020-05-01     -1884.4        1448.79        -435.61       -435.61  
2020-05-05     -441.15              0        -441.15       -441.15  
2020-05-19    -1997.44        1547.56        -449.88       -449.88  
2020-06-29     -429.67              0        -429.67       -429.67  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-429.67
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_020_SlowMA_40_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-12            1          1    1827.87                0         0   
2019-05-09           -1          0          0          1729.43    -98.44   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-09            1          1    1926.54                0         0   
2019-10-10           -1          0          0          1942.69     16.15   
2019-10-15            1          1    1992.21                0         0   
2019-11-08           -1          0          0             1941    -51.21   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-12    -1929.49        1833.07         -96.42        -96.42  
2019-05-09     -200.06              0        -200.06       -200.06  
2019-06-14    -2008.26         1775.5        -232.76       -232.76  
2019-08-07     -249.86              0        -249.86       -249.86  
2019-08-09     -2176.4        1917.69        -258.71       -258.71  
2019-10-10     -233.71              0        -233.71       -233.71  
2019-10-15    -2225.92        2016.39        -209.53       -209.53  
2019-11-08     -284.92              0        -284.92       -284.92  
2019-12-17    -2284.92        2001.87        -283.05       -283.05  
2020-01-28     -370.25              0        -370.25       -370.25  
2020-05-20    -1948.77        1599.15        -349.62       -349.62  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-356.43
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_021_SlowMA_40_FastMA_15
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-31            1          1    1820.37                0         0   
2019-03-06           -1          0          0          1748.37       -72   
2019-04-15            1          1       1834                0         0   
2019-05-10           -1          0          0             1825        -9   
2019-05-13            1          1       1800                0         0   
2019-05-14           -1          0          0          1787.12    -12.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-18            1          1    2008.67                0         0   
2020-01-29           -1          0          0          1924.04    -84.63   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-31    -1820.37        1832.81          12.44         12.44  
2019-03-06         -72              0            -72           -72  
2019-04-15       -1906        1846.23         -59.77        -59.77  
2019-05-10         -81              0            -81           -81  
2019-05-13       -1881        1777.26        -103.74       -103.74  
2019-05-14      -93.88              0         -93.88        -93.88  
2019-06-20    -1955.95        1861.31         -94.64        -94.64  
2019-11-11      -86.95              0         -86.95        -86.95  
2019-12-18    -2095.62        1991.51        -104.11       -104.11  
2020-01-29     -171.58              0        -171.58       -171.58  
2020-05-21    -1776.58        1595.68         -180.9        -180.9  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-184.24
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_022_SlowMA_40_FastMA_20
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-01            1          1    1824.05                0         0   
2019-03-08           -1          0          0          1708.04   -116.01   
2019-04-16            1          1     1851.8                0         0   
2019-05-16           -1          0          0             1790     -61.8   
2019-06-20            1          1    1862.07                0         0   
2019-11-12           -1          0          0          1901.35     39.28   
2019-12-19            1          1       1996                0         0   
2020-01-30           -1          0          0          1871.42   -124.58   
2020-05-22            1          1    1591.74                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-01    -1824.05        1836.96          12.91         12.91  
2019-03-08     -116.01              0        -116.01       -116.01  
2019-04-16    -1967.81         1841.7        -126.11       -126.11  
2019-05-16     -177.81              0        -177.81       -177.81  
2019-06-20    -2039.88        1861.31        -178.57       -178.57  
2019-11-12     -138.53              0        -138.53       -138.53  
2019-12-19    -2134.53        2003.12        -131.41       -131.41  
2020-01-30     -263.11              0        -263.11       -263.11  
2020-05-22    -1854.85         1631.3        -223.55       -223.55  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-262.51
The current status of the model is: Holding a position since 2020-05-22 00:00:00 

Processing portfolio for model: EMA_023_SlowMA_45_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-14 00:00:00 at the price of 1964.52
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-20 00:00:00 at the price of 1960.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-04           -1          0          0          1723.66    -88.33   
2019-04-10            1          1    1793.85                0         0   
2019-05-08           -1          0          0          1765.01    -28.84   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-09            1          1    1926.54                0         0   
2019-10-09           -1          0          0          1953.72     27.18   
2019-10-14            1          1    1964.52                0         0   
2019-11-08           -1          0          0             1941    -23.52   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-02-20            1          1       1960                0         0   
2020-02-24           -1          0          0          1830.93   -129.07   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-04      -88.33              0         -88.33        -88.33  
2019-04-10    -1882.18           1806         -76.18        -76.18  
2019-05-08     -117.17              0        -117.17       -117.17  
2019-06-12    -1921.34         1798.9        -122.44       -122.44  
2019-08-06     -122.14              0        -122.14       -122.14  
2019-08-09    -2048.68        1917.69        -130.99       -130.99  
2019-10-09      -94.96              0         -94.96        -94.96  
2019-10-14    -2059.48        1988.75         -70.73        -70.73  
2019-11-08     -118.48              0        -118.48       -118.48  
2019-12-16    -2101.95        1995.02        -106.93       -106.93  
2020-01-27     -195.54              0        -195.54       -195.54  
2020-02-20    -2155.54        1970.91        -184.63       -184.63  
2020-02-24     -324.61              0        -324.61       -324.61  
2020-05-20    -1903.13        1599.15        -303.98       -303.98  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-310.79
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_024_SlowMA_45_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-17 00:00:00 at the price of 1776.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-17            1          1       1776                0         0   
2019-08-08           -1          0          0             1900       124   
2019-08-09            1          1    1926.54                0         0   
2019-11-11           -1          0          0             1869    -57.54   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-12    -1929.49        1833.07         -96.42        -96.42  
2019-05-10     -104.49              0        -104.49       -104.49  
2019-06-17    -1880.49        1781.41         -99.08        -99.08  
2019-08-08       19.51              0          19.51         19.51  
2019-08-09    -1907.03        1917.69          10.66         10.66  
2019-11-11      -38.03              0         -38.03        -38.03  
2019-12-17    -2038.03        2001.87         -36.16        -36.16  
2020-01-28     -123.36              0        -123.36       -123.36  
2020-05-21    -1728.36        1595.68        -132.68       -132.68  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-136.02
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_025_SlowMA_45_FastMA_15
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-31            1          1    1820.37                0         0   
2019-03-07           -1          0          0           1746.5    -73.87   
2019-04-15            1          1       1834                0         0   
2019-05-14           -1          0          0          1787.12    -46.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-18            1          1    2008.67                0         0   
2020-01-30           -1          0          0          1871.42   -137.25   
2020-05-22            1          1    1591.74                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-31    -1820.37        1832.81          12.44         12.44  
2019-03-07      -73.87              0         -73.87        -73.87  
2019-04-15    -1907.87        1846.23         -61.64        -61.64  
2019-05-14     -120.75              0        -120.75       -120.75  
2019-06-20    -1982.82        1861.31        -121.51       -121.51  
2019-11-11     -113.82              0        -113.82       -113.82  
2019-12-18    -2122.49        1991.51        -130.98       -130.98  
2020-01-30     -251.07              0        -251.07       -251.07  
2020-05-22    -1842.81         1631.3        -211.51       -211.51  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-250.47
The current status of the model is: Holding a position since 2020-05-22 00:00:00 

Processing portfolio for model: EMA_026_SlowMA_45_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-26 00:00:00 at the price of 1704.32
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-04            1          1    1840.39                0         0   
2019-03-08           -1          0          0          1708.04   -132.35   
2019-04-16            1          1     1851.8                0         0   
2019-05-20           -1          0          0          1769.73    -82.07   
2019-06-21            1          1    1859.36                0         0   
2019-11-12           -1          0          0          1901.35     41.99   
2019-12-20            1          1       2017                0         0   
2020-01-31           -1          0          0          1865.93   -151.07   
2020-05-26            1          1    1704.32                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-04    -1840.39        1860.99           20.6          20.6  
2019-03-08     -132.35              0        -132.35       -132.35  
2019-04-16    -1984.15         1841.7        -142.45       -142.45  
2019-05-20     -214.42              0        -214.42       -214.42  
2019-06-21    -2073.78           1880        -193.78       -193.78  
2019-11-12     -172.43              0        -172.43       -172.43  
2019-12-20    -2189.43        2023.26        -166.17       -166.17  
2020-01-31      -323.5              0         -323.5        -323.5  
2020-05-26    -2027.82        1746.91        -280.91       -280.91  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-435.48
The current status of the model is: Holding a position since 2020-05-26 00:00:00 

Processing portfolio for model: EMA_027_SlowMA_50_FastMA_05
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-14 00:00:00 at the price of 1964.52
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-20 00:00:00 at the price of 1960.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-04           -1          0          0          1723.66    -63.96   
2019-04-10            1          1    1793.85                0         0   
2019-05-08           -1          0          0          1765.01    -28.84   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-09            1          1    1926.54                0         0   
2019-10-09           -1          0          0          1953.72     27.18   
2019-10-14            1          1    1964.52                0         0   
2019-11-08           -1          0          0             1941    -23.52   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-02-20            1          1       1960                0         0   
2020-02-24           -1          0          0          1830.93   -129.07   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-04      -63.96              0         -63.96        -63.96  
2019-04-10    -1857.81           1806         -51.81        -51.81  
2019-05-08       -92.8              0          -92.8         -92.8  
2019-06-12    -1896.97         1798.9         -98.07        -98.07  
2019-08-06      -97.77              0         -97.77        -97.77  
2019-08-09    -2024.31        1917.69        -106.62       -106.62  
2019-10-09      -70.59              0         -70.59        -70.59  
2019-10-14    -2035.11        1988.75         -46.36        -46.36  
2019-11-08      -94.11              0         -94.11        -94.11  
2019-12-16    -2077.58        1995.02         -82.56        -82.56  
2020-01-27     -171.17              0        -171.17       -171.17  
2020-02-20    -2131.17        1970.91        -160.26       -160.26  
2020-02-24     -300.24              0        -300.24       -300.24  
2020-05-20    -1878.76        1599.15        -279.61       -279.61  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-286.42
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_028_SlowMA_50_FastMA_10
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 1808.38
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-05           -1          0          0             1715   -110.33   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-18            1          1    1808.38                0         0   
2019-08-08           -1          0          0             1900     91.62   
2019-08-09            1          1    1926.54                0         0   
2019-11-11           -1          0          0             1869    -57.54   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-05     -110.33              0        -110.33       -110.33  
2019-04-12     -1938.2        1833.07        -105.13       -105.13  
2019-05-10      -113.2              0         -113.2        -113.2  
2019-06-18    -1921.58        1808.99        -112.59       -112.59  
2019-08-08      -21.58              0         -21.58        -21.58  
2019-08-09    -1948.12        1917.69         -30.43        -30.43  
2019-11-11      -79.12              0         -79.12        -79.12  
2019-12-17    -2079.12        2001.87         -77.25        -77.25  
2020-01-28     -164.45              0        -164.45       -164.45  
2020-05-21    -1769.45        1595.68        -173.77       -173.77  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-177.11
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_029_SlowMA_50_FastMA_15
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-01            1          1    1824.05                0         0   
2019-03-07           -1          0          0           1746.5    -77.55   
2019-04-15            1          1       1834                0         0   
2019-05-14           -1          0          0          1787.12    -46.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-12           -1          0          0          1901.35     39.28   
2019-12-18            1          1    2008.67                0         0   
2020-01-30           -1          0          0          1871.42   -137.25   
2020-05-22            1          1    1591.74                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-01    -1824.05        1836.96          12.91         12.91  
2019-03-07      -77.55              0         -77.55        -77.55  
2019-04-15    -1911.55        1846.23         -65.32        -65.32  
2019-05-14     -124.43              0        -124.43       -124.43  
2019-06-20     -1986.5        1861.31        -125.19       -125.19  
2019-11-12      -85.15              0         -85.15        -85.15  
2019-12-18    -2093.82        1991.51        -102.31       -102.31  
2020-01-30      -222.4              0         -222.4        -222.4  
2020-05-22    -1814.14         1631.3        -182.84       -182.84  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-221.80
The current status of the model is: Holding a position since 2020-05-22 00:00:00 

Processing portfolio for model: EMA_030_SlowMA_50_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-27 00:00:00 at the price of 1775.93
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-04            1          1    1840.39                0         0   
2019-03-08           -1          0          0          1708.04   -132.35   
2019-04-16            1          1     1851.8                0         0   
2019-05-20           -1          0          0          1769.73    -82.07   
2019-06-21            1          1    1859.36                0         0   
2019-11-13           -1          0          0          1855.59     -3.77   
2019-12-20            1          1       2017                0         0   
2020-01-31           -1          0          0          1865.93   -151.07   
2020-05-27            1          1    1775.93                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-04    -1840.39        1860.99           20.6          20.6  
2019-03-08     -132.35              0        -132.35       -132.35  
2019-04-16    -1984.15         1841.7        -142.45       -142.45  
2019-05-20     -214.42              0        -214.42       -214.42  
2019-06-21    -2073.78           1880        -193.78       -193.78  
2019-11-13     -218.19              0        -218.19       -218.19  
2019-12-20    -2235.19        2023.26        -211.93       -211.93  
2020-01-31     -369.26              0        -369.26       -369.26  
2020-05-27    -2145.19        1698.73        -446.46       -446.46  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-552.85
The current status of the model is: Holding a position since 2020-05-27 00:00:00 

In [20]:
# Display the model performance summary
performance_summary.sort_values(by=['return_value'], inplace=True, ascending=False)
print(performance_summary)
                     model_name  return_value return_percent
0   EMA_001_SlowMA_10_FastMA_05        -18.50           None
1   EMA_002_SlowMA_15_FastMA_05        -84.93           None
16  EMA_017_SlowMA_35_FastMA_15       -112.65           None
23  EMA_024_SlowMA_45_FastMA_10       -136.02           None
9   EMA_010_SlowMA_25_FastMA_20       -139.94           None
12  EMA_013_SlowMA_30_FastMA_15       -163.39           None
27  EMA_028_SlowMA_50_FastMA_10       -177.11           None
20  EMA_021_SlowMA_40_FastMA_15       -184.24           None
28  EMA_029_SlowMA_50_FastMA_15       -221.80           None
13  EMA_014_SlowMA_30_FastMA_20       -237.25           None
24  EMA_025_SlowMA_45_FastMA_15       -250.47           None
21  EMA_022_SlowMA_40_FastMA_20       -262.51           None
6   EMA_007_SlowMA_25_FastMA_05       -278.61           None
26  EMA_027_SlowMA_50_FastMA_05       -286.42           None
2   EMA_003_SlowMA_15_FastMA_10       -296.93           None
17  EMA_018_SlowMA_35_FastMA_20       -301.72           None
22  EMA_023_SlowMA_45_FastMA_05       -310.79           None
11  EMA_012_SlowMA_30_FastMA_10       -336.91           None
3   EMA_004_SlowMA_20_FastMA_05       -339.81           None
14  EMA_015_SlowMA_35_FastMA_05       -347.89           None
15  EMA_016_SlowMA_35_FastMA_10       -352.12           None
19  EMA_020_SlowMA_40_FastMA_10       -356.43           None
8   EMA_009_SlowMA_25_FastMA_15       -356.70           None
7   EMA_008_SlowMA_25_FastMA_10       -402.29           None
18  EMA_019_SlowMA_40_FastMA_05       -429.67           None
5   EMA_006_SlowMA_20_FastMA_15       -431.77           None
25  EMA_026_SlowMA_45_FastMA_20       -435.48           None
4   EMA_005_SlowMA_20_FastMA_10       -467.21           None
10  EMA_011_SlowMA_30_FastMA_05       -469.73           None
29  EMA_030_SlowMA_50_FastMA_20       -552.85           None
In [21]:
# Display the transactions from the top model
top_model = performance_summary.iloc[0]['model_name']
print('The transactions from the top model %s:' % (top_model))
print(portfolio_collection[top_model][portfolio_collection[top_model].trade_action != 0])
The transactions from the top model EMA_001_SlowMA_10_FastMA_05:
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-18            1          1    1747.02                0         0   
2019-03-01           -1          0          0           1708.2    -38.82   
2019-03-21            1          1     1765.8                0         0   
2019-03-25           -1          0          0          1714.01    -51.79   
2019-03-27            1          1    1768.98                0         0   
2019-03-28           -1          0          0          1759.99     -8.99   
2019-04-03            1          1    1778.47                0         0   
2019-05-03           -1          0          0          1816.17      37.7   
2019-06-06            1          1    1766.01                0         0   
2019-07-18           -1          0          0          1861.83     95.82   
2019-07-19            1          1    1896.03                0         0   
2019-08-02           -1          0          0          1874.11    -21.92   
2019-08-12            1          1    1900.44                0         0   
2019-09-25           -1          0          0          1991.65     91.21   
2019-10-15            1          1    1992.21                0         0   
2019-11-05           -1          0          0          2008.99     16.78   
2019-11-29            1          1    1904.89                0         0   
2019-12-04           -1          0          0          1894.64    -10.25   
2019-12-05            1          1       1929                0         0   
2020-01-21           -1          0          0             2006        77   
2020-02-13            1          1       1944                0         0   
2020-02-25           -1          0          0             1803      -141   
2020-04-08            1          1    1382.65                0         0   
2020-04-23           -1          0          0          1354.05     -28.6   
2020-04-29            1          1    1487.83                0         0   
2020-05-07           -1          0          0          1392.26    -95.57   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-12           -1          0          0          1653.57     97.28   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-18    -1747.02        1760.26          13.24         13.24  
2019-03-01      -38.82              0         -38.82        -38.82  
2019-03-21    -1804.62        1774.36         -30.26        -30.26  
2019-03-25      -90.61              0         -90.61        -90.61  
2019-03-27    -1859.59        1752.11        -107.48       -107.48  
2019-03-28       -99.6              0          -99.6         -99.6  
2019-04-03    -1878.07        1774.93        -103.14       -103.14  
2019-05-03       -61.9              0          -61.9         -61.9  
2019-06-06    -1827.91        1754.86         -73.05        -73.05  
2019-07-18       33.92              0          33.92         33.92  
2019-07-19    -1862.11        1882.09          19.98         19.98  
2019-08-02          12              0             12            12  
2019-08-12    -1888.44        1916.89          28.45         28.45  
2019-09-25      103.21              0         103.21        103.21  
2019-10-15       -1889        2016.39         127.39        127.39  
2019-11-05      119.99              0         119.99        119.99  
2019-11-29     -1784.9        1904.03         119.13        119.13  
2019-12-04      109.74              0         109.74        109.74  
2019-12-05    -1819.26        1904.22          84.96         84.96  
2020-01-21      186.74              0         186.74        186.74  
2020-02-13    -1757.26        1959.94         202.68        202.68  
2020-02-25       45.74              0          45.74         45.74  
2020-04-08    -1336.91        1372.06          35.15         35.15  
2020-04-23       17.14              0          17.14         17.14  
2020-04-29    -1470.69        1520.53          49.84         49.84  
2020-05-07      -78.43              0         -78.43        -78.43  
2020-05-08    -1495.12        1430.83         -64.29        -64.29  
2020-05-13     -115.78              0        -115.78       -115.78  
2020-05-19    -1672.07        1547.56        -124.51       -124.51  
2020-06-12       -18.5              0          -18.5         -18.5  
In [22]:
# Display the entry and exit signals for the top model
print('The trading signal changes from the top model %s:' % (top_model))
print(model_collection[top_model][model_collection[top_model].signal_change != 0])
The trading signal changes from the top model EMA_001_SlowMA_10_FastMA_05:
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-17     1681.73      1724.51  1698.177482  1695.526150   2.651332   
2019-02-28     1754.00      1697.04  1837.781139  1866.682948 -28.901809   
2019-03-20     1766.78      1774.43  1760.751611  1758.999554   1.752056   
2019-03-22     1754.04      1721.59  1750.721827  1754.482842  -3.761015   
2019-03-26     1761.20      1768.87  1757.141923  1756.787357   0.354566   
2019-03-27     1768.98      1752.11  1755.464615  1755.936929  -0.472313   
2019-04-02     1766.03      1763.55  1754.808196  1753.775457   1.032738   
2019-05-02     1824.66      1808.00  1837.500013  1842.778845  -5.278832   
2019-06-05     1755.75      1765.00  1719.748369  1718.262751   1.485618   
2019-07-17     1887.75      1867.74  1878.385727  1878.429741  -0.044014   
2019-07-18     1861.83      1885.91  1880.893818  1879.789788   1.104030   
2019-08-01     1885.47      1879.86  1900.248039  1903.080193  -2.832155   
2019-08-09     1926.54      1917.69  1882.501296  1876.722095   5.779200   
2019-09-24     2012.82      1990.64  2020.845268  2025.317076  -4.471807   
2019-10-14     1964.52      1988.75  1971.269067  1969.762887   1.506180   
2019-11-04     2042.00      2007.68  2030.480653  2031.528674  -1.048021   
2019-11-27     1893.00      1906.45  1888.982124  1886.626078   2.356046   
2019-12-03     1865.39      1879.98  1887.201370  1887.210782  -0.009412   
2019-12-04     1894.64      1921.53  1898.644247  1893.450640   5.193607   
2020-01-17     2060.00      2054.69  2062.275286  2062.726258  -0.450973   
2020-02-12     1923.95      1960.36  1924.072116  1920.383765   3.688351   
2020-02-24     1830.93      1792.54  1900.010119  1920.736442 -20.726323   
2020-04-07     1412.01      1376.37  1324.083823  1314.980346   9.103477   
2020-04-22     1365.01      1355.00  1383.015777  1386.062103  -3.046326   
2020-04-28     1434.20      1439.32  1400.950030  1392.833253   8.116777   
2020-05-06     1397.46      1378.91  1408.927204  1414.080972  -5.153768   
2020-05-07     1392.26      1443.91  1420.588136  1419.504432   1.083705   
2020-05-12     1401.09      1385.92  1408.418707  1413.511518  -5.092811   
2020-05-18     1430.00      1557.43  1444.710732  1426.836814  17.873918   
2020-06-11     1655.85      1588.37  1703.095553  1703.129644  -0.034090   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-17           1.0            1.0         0.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-20           1.0            1.0         0.0  
2019-03-22           0.0           -1.0         0.0  
2019-03-26           1.0            1.0         0.0  
2019-03-27           0.0           -1.0         1.0  
2019-04-02           1.0            1.0         0.0  
2019-05-02           0.0           -1.0         0.0  
2019-06-05           1.0            1.0         0.0  
2019-07-17           0.0           -1.0         0.0  
2019-07-18           1.0            1.0        -1.0  
2019-08-01           0.0           -1.0         0.0  
2019-08-09           1.0            1.0         0.0  
2019-09-24           0.0           -1.0         0.0  
2019-10-14           1.0            1.0         0.0  
2019-11-04           0.0           -1.0         0.0  
2019-11-27           1.0            1.0         0.0  
2019-12-03           0.0           -1.0         0.0  
2019-12-04           1.0            1.0        -1.0  
2020-01-17           0.0           -1.0         0.0  
2020-02-12           1.0            1.0         0.0  
2020-02-24           0.0           -1.0         0.0  
2020-04-07           1.0            1.0         0.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-28           1.0            1.0         0.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-18           1.0            1.0         0.0  
2020-06-11           0.0           -1.0         0.0  
In [23]:
graph_data = model_collection[top_model].copy()
title_string = "Exponential Moving Average Crossover Model for " + top_model
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()

Task 5. Evaluate Performance

In [24]:
best_model = ''
best_return = 0
for key in portfolio_collection:
    if portfolio_collection[key]['accumu_return'][-1] > best_return:
        best_model = key
        best_return = portfolio_collection[best_model]['accumu_return'][-1]
print('The best model found is:', best_model)
print('The best profit/loss for the investing period is: $%.2f' % (best_return))
if initial_capital != 0:
    print('The best return percentage for initial capital is: %.2f%%' % (best_return / initial_capital * 100))
The best model found is: 
The best profit/loss for the investing period is: $0.00
In [25]:
worst_model = None
worst_return = 0
for key in portfolio_collection:
    if portfolio_collection[key]['accumu_return'][-1] < worst_return:
        worst_model = key
        worst_return = portfolio_collection[worst_model]['accumu_return'][-1]
print('The worst model found is:', worst_model)
print('The worst profit/loss for the investing period is: $%.2f' % (worst_return))
if initial_capital != 0:
    print('The worst return percentage for the initial capital is: %.2f%%' % (worst_return / initial_capital * 100))
The worst model found is: EMA_030_SlowMA_50_FastMA_20
The worst profit/loss for the investing period is: $-552.85
In [26]:
# Calculate the stock's performance for a long-only model
model_template = model_template[model_start_date:model_end_date]
print('The performance of the long-only model from day one is: $%.2f' %(model_template.iloc[-1]['close_price'] - model_template.iloc[0]['open_price']))
The performance of the long-only model from day one is: $-98.91
In [27]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:00:46.323522